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

摘要

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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