Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:14, 5 March 2024
scientific article; zbMATH DE number 6965569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations |
scientific article; zbMATH DE number 6965569 |
Statements
Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (English)
0 references
25 October 2018
0 references
stochastic differential equations
0 references
Lévy processes
0 references
weak Euler approximation
0 references
rate of convergence
0 references
Hölder conditions
0 references
