STRONG CONVERGENCE OF JUMP-ADAPTED IMPLICIT MILSTEIN METHOD FOR A CLASS OF NONLINEAR JUMP-DIFFUSION PROBLEMS

Xu Yang, Weidong Zhao

Journal of Computational Mathematics ›› 2024, Vol. 42 ›› Issue (1) : 248-270.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2024, Vol. 42 ›› Issue (1) : 248-270. DOI: 10.4208/jcm.2206-m2021-0354 CSTR: 32031.14.jcm.2206-m2021-0354

STRONG CONVERGENCE OF JUMP-ADAPTED IMPLICIT MILSTEIN METHOD FOR A CLASS OF NONLINEAR JUMP-DIFFUSION PROBLEMS

  • Xu Yang1, Weidong Zhao2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2024, 42(1): 248-270 https://doi.org/10.4208/jcm.2206-m2021-0354

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