@Article{AAMM-8-1004, author = {Yang , Xu and Zhao , Weidong}, title = {Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps}, journal = {Advances in Applied Mathematics and Mechanics}, year = {2018}, volume = {8}, number = {6}, pages = {1004--1022}, abstract = {

In this paper, we investigate the mean-square convergence of the split-step θ-scheme for nonlinear stochastic differential equations with jumps. Under some standard assumptions, we rigorously prove that the strong rate of convergence of the split-step θ-scheme in strong sense is one half. Some numerical experiments are carried out to assert our theoretical result.

}, issn = {2075-1354}, doi = {https://doi.org/10.4208/aamm.2015.m1208}, url = {http://global-sci.org/intro/article_detail/aamm/12128.html} }