The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710): Difference between revisions

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+Q3998788
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+The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
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+Time Discrete Taylor Approximations for It?? Processes with Jump Component
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+Q4351952
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+Exact solutions and doubly efficient approximations of jump-diffusion itô equations
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+Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures
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+Numerical Treatment of Stochastic Differential Equations
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+Q4714065
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