Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients |
scientific article |
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Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (English)
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16 April 2014
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stochastic differential equations with jumps
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Euler-Maruyama approximation
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