On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients
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Publication:2029741
DOI10.3934/dcdsb.2020167zbMath1470.60156OpenAlexW3027254781MaRDI QIDQ2029741
Publication date: 4 June 2021
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2020167
explicit schemerate of strong convergencesuper-linear coefficientsSDE driven by Lévy noisetamed Milstein-type scheme
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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