Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274): 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 19:30, 5 March 2024
scientific article; zbMATH DE number 6448647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Euler Approximation for Itô Diffusion and Jump Processes |
scientific article; zbMATH DE number 6448647 |
Statements
Weak Euler Approximation for Itô Diffusion and Jump Processes (English)
0 references
22 June 2015
0 references
Itō diffusion processes
0 references
jump processes
0 references
weak Euler approximation
0 references
rate of convergence
0 references
stochastic differential equations
0 references
stable processes
0 references
Hölder conditions
0 references
