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

Research

Title	Comments on ‘‘Strong convergence rates for backward Euler on a class of nonlinear jump–diffusion problems’’ [J. Comput. Appl. Math. 205 (2007) 949–956]
Type	JournalPaper
Keywords	Euler–Maruyama method, Burkholder–Davis–Gundy inequality, One-sided Lipschitz condition, Strong convergence
Year	2019
Journal	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers	Mahdieh Tahmasebi ، Azadeh Ghasemifard ، Mohammad Taghi Jahandideh

Abstract

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.

Azadeh Ghasemifard

Research

Abstract