Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift
type: Item
instance of: scholarly article
title: Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift
zbMATH Open document ID: 1547.39013
author: Yan-Fang Li
author: Guohuan Zhao
published in: Statistics \& Probability Letters
publication date: 2024-09-16T00:00:00Z
Mathematics Subject Classification ID: 39A50
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7913945
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: stochastic difference equation
zbMATH Keywords: Lévy process
zbMATH Keywords: Euler-Maruyama scheme
MaRDI profile type: Publication
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DOI: 10.1016/J.SPL.2024.110220
description: scientific article; zbMATH DE number 7913945