Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems'' (Q2312669)
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scientific article; zbMATH DE number 7081397
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| English | Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems'' |
scientific article; zbMATH DE number 7081397 |
Statements
Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems'' (English)
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17 July 2019
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Euler-Maruyama method
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Burkholder-Davis-Gundy inequality
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one-sided Lipschitz condition
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strong convergence
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0.8480929732322693
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0.8362073302268982
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0.7638749480247498
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0.7605864405632019
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