Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769)
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scientific article; zbMATH DE number 7592312
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| English | Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients |
scientific article; zbMATH DE number 7592312 |
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Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (English)
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26 September 2022
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Euler-Maruyama approximation
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Hölder continuous diffusion
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strong approximation
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polynomial growth coefficient
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0.8916743993759155
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0.8463118076324463
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0.8434157967567444
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0.8323966264724731
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0.8279980421066284
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