Strong convergence of a class of adaptive numerical methods for SDEs with jumps

arXiv2312.06910MaRDI QIDQ6514929FDOQ6514929

Authors: Cónall Kelly, Gabriel J. Lord, Fandi Sun 

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

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