Convergence of solutions and their exit times in diffusion models with jumps (Q2263266)
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scientific article; zbMATH DE number 6416339
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| English | Convergence of solutions and their exit times in diffusion models with jumps |
scientific article; zbMATH DE number 6416339 |
Statements
Convergence of solutions and their exit times in diffusion models with jumps (English)
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18 March 2015
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stochastic differential equation
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exit time
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process convergence
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Yamada condition
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Poisson measure
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0.8218047022819519
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0.8194800019264221
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0.8181853890419006
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0.7899734377861023
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0.7886604070663452
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