Convergence of Euler-Maruyama method for stochastic differential equations driven by \(\alpha\)-stable Lévy motion (Q4963408)
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scientific article; zbMATH DE number 7312741
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| English | Convergence of Euler-Maruyama method for stochastic differential equations driven by \(\alpha\)-stable Lévy motion |
scientific article; zbMATH DE number 7312741 |
Statements
18 February 2021
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semimartingale
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stochastic differential equation
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Euler-Maruyama method
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\(\alpha\)-stable Lévy processes
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convergence in probability
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0.8305840492248535
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0.8264527916908264
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0.8258671760559082
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0.8082008957862854
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0.8045746684074402
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