Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients |
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Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (English)
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28 August 2019
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SDEs with Lévy noise
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super-linearly growing coefficients
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one-step approximations
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explicit methods
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mean-square convergence
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