On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741)
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scientific article; zbMATH DE number 7355155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients |
scientific article; zbMATH DE number 7355155 |
Statements
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (English)
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4 June 2021
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tamed Milstein-type scheme
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super-linear coefficients
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SDE driven by Lévy noise
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explicit scheme
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rate of strong convergence
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0.9272231
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0.9246268
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0.92021656
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0.9124029
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0.90948224
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0.8947565
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0.8906079
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