Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119)
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scientific article; zbMATH DE number 7099061
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| English | Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients |
scientific article; zbMATH DE number 7099061 |
Statements
Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (English)
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28 August 2019
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SDEs with Lévy noise
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super-linearly growing coefficients
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one-step approximations
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explicit methods
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mean-square convergence
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0.8655818700790405
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0.8648969531059265
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0.8268709778785706
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0.8008362054824829
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