Strong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition (Q5215840)
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scientific article; zbMATH DE number 7167067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition |
scientific article; zbMATH DE number 7167067 |
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13 February 2020
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stochastic differential equation
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strong convergence
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linear stability
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exponential stability
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jump processes
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one-sided Lipschitz
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math.NA
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