Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes |
scientific article |
Statements
Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (English)
0 references
15 March 2019
0 references
Euler-Maruyama approximation
0 references
rotation invariant stable processes
0 references
stochastic differential equations
0 references
0 references
