Strong convergence of split-step forward methods for stochastic differential equations driven by \(S \alpha S\) processes (Q5078985)
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scientific article; zbMATH DE number 7532058
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| English | Strong convergence of split-step forward methods for stochastic differential equations driven by \(S \alpha S\) processes |
scientific article; zbMATH DE number 7532058 |
Statements
25 May 2022
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stochastic differential equation
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split step forward method
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\(\alpha\)-stable process
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strong convergence
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absolute-value stability
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0.8329009413719177
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0.8217756152153015
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0.8028286099433899
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