Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients
scientific article

    Statements

    Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 September 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    Euler-Maruyama approximation
    0 references
    Hölder continuous diffusion
    0 references
    strong approximation
    0 references
    polynomial growth coefficient
    0 references
    0 references
    0 references
    0 references