Adaptive Weak Approximation of Diffusions with Jumps (Q3395069)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Weak Approximation of Diffusions with Jumps |
scientific article |
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Adaptive Weak Approximation of Diffusions with Jumps (English)
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20 August 2009
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diffusions with jumps
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weak approximation
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error control
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Euler-maruyama method
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a posteriori error estimates
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backward dual functions
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