A note on convergence analysis for implicit simulations of stochastic differential equations with random jump magnitudes (Q3067963)
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scientific article; zbMATH DE number 5835997
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| English | A note on convergence analysis for implicit simulations of stochastic differential equations with random jump magnitudes |
scientific article; zbMATH DE number 5835997 |
Statements
13 January 2011
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stochastic differential equations
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random jump magnitudes
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Poisson process
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strong convergence
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local Lipschitz condition
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0.8873075842857361
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0.8129187822341919
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0.8028584718704224
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0.7936450242996216
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0.788846492767334
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