Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition
type: Item
instance of: scholarly article
title: Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition
zbMATH Open document ID: 1429.65024
author: Chao Yue
published in: Applied Mathematics and Computation
publication date: 2019-11-22T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7135068
zbMATH Keywords: strong convergence
zbMATH Keywords: compensated split-step theta methods
zbMATH Keywords: global Lipschitz condition
zbMATH Keywords: monotone conditions
zbMATH Keywords: local Lipschitz condition
MaRDI profile type: Publication
full work available at URL: j.amc.2018.04.002
OpenAlex ID: W2892344267
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DOI: 10.1016/J.AMC.2018.04.002
description: scientific article; zbMATH DE number 7135068