Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938)
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scientific article; zbMATH DE number 7085977
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| English | Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients |
scientific article; zbMATH DE number 7085977 |
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Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (English)
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26 July 2019
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jump-diffusion SDEs
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super-linearly growing coefficients
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backward Euler method
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mean square convergence
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mean square stability
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0.8465145230293274
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0.836949348449707
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0.8268709778785706
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0.8265806436538696
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