On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients (Q2411864)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients |
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On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients (English)
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25 October 2017
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explicit Euler-type scheme
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super-linear drift
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diffusion coefficients
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SDE driven by Lévy noise
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random coefficients
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strong convergence
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delay equations
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