Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7405089
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 7405089 |
Statements
Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (English)
0 references
30 September 2021
0 references
split-step scheme
0 references
strong convergence
0 references
stochastic differential equation
0 references
jump-diffusion
0 references
one-side Lipschitz condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.95044136
0 references
0.9460656
0 references
0.9445763
0 references
0.9376487
0 references
0.9365251
0 references
0.9358554
0 references
0.9308575
0 references
0.93065363
0 references
0.9299414
0 references
