Strong convergence of a class of adaptive numerical methods for SDEs with jumps

zbMatharXiv:2312.06910MaRDI QIDQ6514929

Fandi Sun, Cónall Kelly, Gabriel J. Lord

Publication date: 1 January 1

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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