On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004)
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scientific article; zbMATH DE number 6707599
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| English | On tamed Milstein schemes of SDEs driven by Lévy noise |
scientific article; zbMATH DE number 6707599 |
Statements
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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0.8985338807106018
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0.8660857081413269
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0.8303040862083435
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0.829581618309021
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