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$α$-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Chen, Jingwei
Formato:	Preprint
Publicado:	2025
Materias:	Probability Numerical Analysis 65C30, 60H10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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