Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407)
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scientific article; zbMATH DE number 6286288
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| English | Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients |
scientific article; zbMATH DE number 6286288 |
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Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (English)
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16 April 2014
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stochastic differential equations with jumps
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Euler-Maruyama approximation
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0.8804206848144531
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0.8592564463615417
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0.8493397831916809
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0.8431665301322937
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