Open AccessOn Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients
Author(s) -
Chaman Kumar
Publication year - 2020
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2020167
Subject(s) - mathematics , lipschitz continuity , type (biology) , diffusion , noise (video) , convergence (economics) , rate of convergence , scheme (mathematics) , mathematical analysis , physics , computer science , quantum mechanics , telecommunications , ecology , channel (broadcasting) , artificial intelligence , economics , image (mathematics) , biology , economic growth
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