Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190)
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| Language | Label | Description | Also known as |
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| English | Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes |
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Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (English)
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15 March 2019
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Euler-Maruyama approximation
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rotation invariant stable processes
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stochastic differential equations
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