Adaptive Weak Approximation of Diffusions with Jumps (Q3395069)
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scientific article; zbMATH DE number 5597461
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| English | Adaptive Weak Approximation of Diffusions with Jumps |
scientific article; zbMATH DE number 5597461 |
Statements
Adaptive Weak Approximation of Diffusions with Jumps (English)
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20 August 2009
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diffusions with jumps
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weak approximation
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error control
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Euler-maruyama method
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a posteriori error estimates
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backward dual functions
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0.8259443044662476
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0.8154669404029846
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0.812598466873169
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0.8078106641769409
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0.8073643445968628
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