Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations

Documenti analoghi

• A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
  di: Vu, Thi-Huong, et al.
  Pubblicazione: (2024)
• Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
  di: Liu, Wei
  Pubblicazione: (2019)
• Sharp estimates for Lyapunov exponents of Milstein approximation of stochastic differential systems
  di: Hue, Vu Thi
  Pubblicazione: (2025)
• Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
  di: Ding, Yan, et al.
  Pubblicazione: (2026)
• On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
  di: Tran, Ngoc Khue, et al.
  Pubblicazione: (2024)