Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830)

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English	Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift	scientific article

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title

Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (English)

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Applied Mathematics and Computation

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publication date

10 November 2021

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full work available at URL

https://arxiv.org/abs/1912.04215

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zbMATH Keywords

jump-diffusion stochastic differential equation

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discontinuous drift

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existence and uniqueness

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Euler-Maruyama scheme

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strong convergence rate

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1016/j.amc.2021.126191

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2242830