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عنوان
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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]
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Euler–Maruyama method, Burkholder–Davis–Gundy inequality, One-sided Lipschitz condition, Strong convergence
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چکیده
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In this note, we correct an inaccuracy of Eq. (13) in the proof of Theorem 1 in the paper (Higham and Kloeden, 2007). We also give a complete proof of the theorem by applying the Burkholder–Davis–Gundy Inequality.
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پژوهشگران
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محمدتقی جهاندیده (نفر سوم)، مهدیه طهماسبی (نفر اول)، آزاده قاسمی فرد (نفر دوم)
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