Time Discrete Taylor Approximations for It?? Processes with Jump Component (Q3810629): Difference between revisions
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Latest revision as of 11:22, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Discrete Taylor Approximations for It?? Processes with Jump Component |
scientific article |
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Time Discrete Taylor Approximations for It?? Processes with Jump Component (English)
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1988
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Itô process
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Poissonian jump
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time-discrete Taylor approximations
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simulation of functionals
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order of convergence
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