Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (Q2865107)

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Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients
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    Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (English)
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    28 November 2013
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    Euler-Maruyama approximation
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    stability of solution
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    symmetric \(\alpha\) stable process
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