Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
Vu Thi HueNgoc Khue TranHoang-Long Ngo
所有作者
Vu Thi HueNgoc Khue TranHoang-Long Ngo
文献摘要
We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.