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- W4313444692 abstract "In this paper, we investigate the strong convergence of the semi-implicit Euler-Maruyama (EM) method for stochastic differential equations driven by a class of L'evy processes. Comparing to existing results, we obtain the convergence order of the numerical scheme and discover its relation with the parameters of the class of L'evy processes. In addition, the existence and uniqueness of numerical invariant measure of the semi-implicit EM method is studied and its convergence to the underlying invariant measure is also proved. Numerical examples are provided to confirm our theoretical results." @default.
- W4313444692 created "2023-01-06" @default.
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- W4313444692 date "2022-12-29" @default.
- W4313444692 modified "2023-10-18" @default.
- W4313444692 title "The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of L'evy processes" @default.
- W4313444692 doi "https://doi.org/10.48550/arxiv.2212.14311" @default.
- W4313444692 hasPublicationYear "2022" @default.
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