Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures (Q4539416)
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scientific article; zbMATH DE number 1764404
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| English | Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures |
scientific article; zbMATH DE number 1764404 |
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Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures (English)
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8 July 2002
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stochastic differential equation
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Euler scheme
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stable process
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Malliavin calculus
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