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Comments on "Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems" [J. Comput. Appl. Math. 205 (2007) 949-956].

Mahdieh TahmasebiAzadeh GhasemifardMohamad Taghi Jahandideh
Published in: J. Comput. Appl. Math. (2019)
Keyphrases
  • convergence rate
  • special case
  • optimization problems
  • decision problems
  • np hard
  • global convergence
  • stochastic differential equations