Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients

DOI10.3934/DCDSB.2019154zbMath1420.60065arXiv1812.03069OpenAlexW2904423196MaRDI QIDQ2321119

Ziheng Chen, Xiao-Jie Wang, Si-qing Gan

Publication date: 28 August 2019

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.03069

zbMATH Keywords

mean-square convergenceexplicit methodssuper-linearly growing coefficientsone-step approximationsSDEs with Lévy noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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