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On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations - MaRDI portal

On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459)

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scientific article; zbMATH DE number 6596206
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English
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
scientific article; zbMATH DE number 6596206

    Statements

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    22 June 2016
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    explicit Euler approximations
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    rate of convergence
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    local Lipschitz condition
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    superlinear growth
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    SDEs driven by Lévy noise
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    delay equations
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    On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (English)
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