Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition (Q5215840)
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scientific article; zbMATH DE number 7167067
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| English | Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition |
scientific article; zbMATH DE number 7167067 |
Statements
13 February 2020
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stochastic differential equation
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strong convergence
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linear stability
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exponential stability
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jump processes
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one-sided Lipschitz
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0.8868452310562134
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0.8463548421859741
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0.8333492279052734
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0.8276885747909546
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