Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274): Difference between revisions

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Latest revision as of 08:10, 10 July 2024

scientific article; zbMATH DE number 6448647
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English
Weak Euler Approximation for Itô Diffusion and Jump Processes
scientific article; zbMATH DE number 6448647

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    Weak Euler Approximation for Itô Diffusion and Jump Processes (English)
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    22 June 2015
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    Itō diffusion processes
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    jump processes
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    weak Euler approximation
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    rate of convergence
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    stochastic differential equations
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    stable processes
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    Hölder conditions
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