Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps (Q4509654): Difference between revisions
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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)
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19 October 2000
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jump diffusion
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Itô-Taylor expansion
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weak convergence
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extrapolation method
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error bounds
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weak approximation
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Itô stochastic differential equations
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