Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649)
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scientific article; zbMATH DE number 7135068
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| English | Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition |
scientific article; zbMATH DE number 7135068 |
Statements
Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (English)
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22 November 2019
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strong convergence
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compensated split-step theta methods
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global Lipschitz condition
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monotone conditions
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local Lipschitz condition
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0.8839303851127625
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0.8804553747177124
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0.8555201888084412
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0.847333550453186
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