On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients |
scientific article |
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On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (English)
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4 June 2021
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tamed Milstein-type scheme
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super-linear coefficients
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SDE driven by Lévy noise
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explicit scheme
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rate of strong convergence
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