Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise

Fuente: arXiv

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Bibliographic Details
Main Authors:	Butkovsky, Oleg, Dareiotis, Konstantinos, Gerencsér, Máté
Format:	Preprint
Published:	2022
Subjects:	Probability Numerical Analysis 60H10, 60H35, 60H50, 60J76
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2204.12926