Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps (Q4331093)

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scientific article; zbMATH DE number 1740627
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Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
scientific article; zbMATH DE number 1740627

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    Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps (English)
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    14 May 2002
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    diffusion processes
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    convergence
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    Euler approximation
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    weak solution
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    stochastic integral equation
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    Wiener process
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    Poisson martingale measure
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