On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients
type: Item
instance of: scholarly article
title: On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients
zbMATH Open document ID: 1470.60156
author: Chaman Kumar
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2021-06-04T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 7355155
zbMATH Keywords: tamed Milstein-type scheme
zbMATH Keywords: super-linear coefficients
zbMATH Keywords: SDE driven by Lévy noise
zbMATH Keywords: explicit scheme
zbMATH Keywords: rate of strong convergence
MaRDI profile type: Publication
full work available at URL: dcdsb.2020167
OpenAlex ID: W3027254781
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DOI: 10.3934/DCDSB.2020167
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description: scientific article; zbMATH DE number 7355155