An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923): Difference between revisions
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Revision as of 06:41, 29 February 2024
scientific article
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| English | An optimization approach to weak approximation of stochastic differential equations with jumps |
scientific article |
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An optimization approach to weak approximation of stochastic differential equations with jumps (English)
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14 March 2011
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Doléans-Dade stochastic exponential
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Lévy processes
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stochastic differential equations
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truncated stable process
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Ornstein-Uhlenbeck-type process
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polynomial programming
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weak approximation
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numerical results
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