Strong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition

zbMath1476.65012arXiv1510.04729MaRDI QIDQ5215840

Jean Daniel Mukam, Antoine Tambue

Publication date: 13 February 2020

Full work available at URL: https://arxiv.org/abs/1510.04729

zbMATH Keywords

stochastic differential equationstrong convergencelinear stabilityexponential stabilityjump processesone-sided Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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