On tamed Milstein schemes of SDEs driven by Lévy noise
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Publication:524004
DOI10.3934/dcdsb.2017020zbMath1360.60131arXiv1407.5347OpenAlexW2008181442MaRDI QIDQ524004
Sotirios Sabanis, Chaman Kumar
Publication date: 25 April 2017
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5347
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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