Strong convergence of a class of adaptive numerical methods for SDEs with jumps
Author:
Funder
Royal Society of Edinburgh
Publisher
Elsevier BV
Reference23 articles.
1. Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes;Beyn;J. Sci. Comput.,2017
2. Strong approximations of stochastic differential equations with jumps;Bruti-Liberati;J. Comput. Appl. Math.,2007
3. On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations;Dareiotis;SIAM J. Numer. Anal.,2016
4. The truncated EM method for stochastic differential equations with Poisson jumps;Deng;J. Comput. Appl. Math.,2019
5. Adaptive Euler–Maruyama method for SDEs with non-globally Lipschitz drift;Fang,2016
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