On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tamed Milstein schemes of SDEs driven by Lévy noise |
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On tamed Milstein schemes of SDEs driven by Lévy noise (English)
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25 April 2017
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explicit Milstein scheme
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super-linear growth
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rate of convergence
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SDEs driven by Lévy noise
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