Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885)
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scientific article; zbMATH DE number 7803029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems |
scientific article; zbMATH DE number 7803029 |
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Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (English)
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12 February 2024
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jump-diffusion
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jump-adapted implicit Milstein method
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Poisson jumps
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strong convergence rate
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non-Lipschitz coefficients
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