
STRONG CONVERGENCE ANALYSIS OF JUMP-ADAPTED BACKWARD EULER METHOD UNDER NON-GLOBALLY LIPSCHITZ CONDITION
Yang Xu, Zhao Weidong
Mathematica Numerica Sinica ›› 2022, Vol. 44 ›› Issue (2) : 163-177.
STRONG CONVERGENCE ANALYSIS OF JUMP-ADAPTED BACKWARD EULER METHOD UNDER NON-GLOBALLY LIPSCHITZ CONDITION
jump-adapted method / jump-diffusion problem / Poisson jumps / strong convergence rate / non-Lipschitz coefficient {{custom_keyword}} /
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