Strong convergence of the Euler–Maruyama approximation for a class of Lévy-driven SDEs
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DOI: 10.1016/j.spa.2018.07.018
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References listed on IDEAS
- Küchler, Uwe & Tappe, Stefan, 2013. "Tempered stable distributions and processes," Stochastic Processes and their Applications, Elsevier, vol. 123(12), pages 4256-4293.
- Deng, Chang-Song & Schilling, René L., 2015. "On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 125(10), pages 3851-3878.
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Cited by:
- Wu, Mingyan & Hao, Zimo, 2023. "Well-posedness of density dependent SDE driven by α-stable process with Hölder drifts," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 416-442.
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Keywords
Euler–Maruyama approximation; Stochastic differential equation; Strong convergence;All these keywords.
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