Time Discrete Taylor Approximations for It?? Processes with Jump Component (Q3810629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Discrete Taylor Approximations for It?? Processes with Jump Component |
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Time Discrete Taylor Approximations for It?? Processes with Jump Component (English)
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1988
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Itô process
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Poissonian jump
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time-discrete Taylor approximations
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simulation of functionals
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order of convergence
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