@Article{AAMM-8-6,
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 = {2016},
volume = {8},
number = {6},
pages = {1004--1022},
abstract = {<p style="text-align: justify;">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.</p>},
issn = {2075-1354},
doi = {https://doi.org/10.4208/aamm.2015.m1208},
url = {https://global-sci.com/article/73372/strong-convergence-analysis-of-split-step-th-scheme-for-nonlinear-stochastic-differential-equations-with-jumps}
}