Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift |
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Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (English)
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10 November 2021
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jump-diffusion stochastic differential equation
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discontinuous drift
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existence and uniqueness
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Euler-Maruyama scheme
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strong convergence rate
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