Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift

DOI10.1016/J.SPL.2024.110220zbMATH Open1547.39013MaRDI QIDQ6606033FDOQ6606033

Authors: Yan-Fang Li, Guohuan Zhao 

Publication date: 16 September 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationstochastic difference equationEuler-Maruyama schemeLévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic difference equations (39A50) Stochastic integral equations (60H20)

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