Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776): Difference between revisions

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Latest revision as of 08:42, 30 July 2024

scientific article; zbMATH DE number 6965569
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English
Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations
scientific article; zbMATH DE number 6965569

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    Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (English)
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    25 October 2018
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    stochastic differential equations
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    Lévy processes
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    weak Euler approximation
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    rate of convergence
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    Hölder conditions
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