Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition

Tambue A, Mukam JD (2019)
Int. J. Numer. Anal. Mod., 16, pp. 847-872.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Tambue, Antoine ; Mukam, Jean DanielUniBi
Erscheinungsjahr
2019
Zeitschriftentitel
Int. J. Numer. Anal. Mod., 16, pp. 847-872
Page URI
https://pub.uni-bielefeld.de/record/2959421

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Tambue A, Mukam JD. Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition. Int. J. Numer. Anal. Mod., 16, pp. 847-872. 2019.
Tambue, A., & Mukam, J. D. (2019). Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition. Int. J. Numer. Anal. Mod., 16, pp. 847-872
Tambue, A., and Mukam, J. D. (2019). Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition. Int. J. Numer. Anal. Mod., 16, pp. 847-872.
Tambue, A., & Mukam, J.D., 2019. Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition. Int. J. Numer. Anal. Mod., 16, pp. 847-872.
A. Tambue and J.D. Mukam, “Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition”, Int. J. Numer. Anal. Mod., 16, pp. 847-872, 2019.
Tambue, A., Mukam, J.D.: Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition. Int. J. Numer. Anal. Mod., 16, pp. 847-872. (2019).
Tambue, Antoine, and Mukam, Jean Daniel. “Strong convergence and stability of the semi-tamed and tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition”. Int. J. Numer. Anal. Mod., 16, pp. 847-872 (2019).
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