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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| English | Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps |
scientific article; zbMATH DE number 1740627 |
Statements
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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0.891348123550415
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0.8525835871696472
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0.8277180790901184
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0.819769561290741
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