On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations

Dareiotis, K, Kumar, C and Sabanis, S (2016) On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations. SIAM Journal on Numerical Analysis, 54 (3). pp. 1840-1872. ISSN 0036-1429

Abstract

Metadata

Authors/Creators:
  • Dareiotis, K
  • Kumar, C
  • Sabanis, S
Copyright, Publisher and Additional Information: © 2016, Society for Industrial and Applied Mathematics. Reproduced in accordance with the publisher's self-archiving policy.
Keywords: explicit Euler approximations; rate of convergence; local Lipschitz condition; superlinear growth; SDEs driven by Lévy noise; delay equations
Dates:
  • Accepted: 9 March 2016
  • Published (online): 21 June 2016
  • Published: 21 June 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 06 Nov 2019 11:24
Last Modified: 25 Jun 2023 22:03
Status: Published
Publisher: Society for Industrial and Applied Mathematics
Identification Number: https://doi.org/10.1137/151004872

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