The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
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Publication:3158164
DOI10.1081/SAP-120030451zbMath1056.60065MaRDI QIDQ3158164
Publication date: 20 January 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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