Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps (Q4509654): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 16:10, 5 March 2024
scientific article; zbMATH DE number 1519651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 1519651 |
Statements
Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps (English)
0 references
19 October 2000
0 references
jump diffusion
0 references
Itô-Taylor expansion
0 references
weak convergence
0 references
extrapolation method
0 references
error bounds
0 references
weak approximation
0 references
Itô stochastic differential equations
0 references
