On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
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Publication:2411864
DOI10.1214/17-EJP89zbMath1379.60076arXiv1611.03417MaRDI QIDQ2411864
Chaman Kumar, Sotirios Sabanis
Publication date: 25 October 2017
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.03417
strong convergencerandom coefficientsdelay equationsdiffusion coefficientsSDE driven by Lévy noiseexplicit Euler-type schemesuper-linear drift
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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