Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697)
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scientific article; zbMATH DE number 7405089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 7405089 |
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Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (English)
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30 September 2021
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split-step scheme
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strong convergence
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stochastic differential equation
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jump-diffusion
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one-side Lipschitz condition
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