Pages that link to "Item:Q2675769"

The following pages link to Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769):

Displaying 2 items.

• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)