The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:52, 8 February 2024
scientific article; zbMATH DE number 7476570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise |
scientific article; zbMATH DE number 7476570 |
Statements
The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (English)
0 references
18 February 2022
0 references
stochastic differential equation
0 references
truncated Euler-Maruyama method
0 references
local Lipschitz condition
0 references
Khasminskii-type condition
0 references
convergence rate
0 references
