Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776)
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scientific article; zbMATH DE number 6965569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations |
scientific article; zbMATH DE number 6965569 |
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Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (English)
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25 October 2018
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stochastic differential equations
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Lévy processes
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weak Euler approximation
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rate of convergence
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Hölder conditions
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