Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424)
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scientific article; zbMATH DE number 7553364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal sampling design for global approximation of jump diffusion stochastic differential equations |
scientific article; zbMATH DE number 7553364 |
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Optimal sampling design for global approximation of jump diffusion stochastic differential equations (English)
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5 July 2022
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nonhomogeneous Poisson process
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Wiener process
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jump commutativity condition
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standard information
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minimal strong error
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asymptotically optimal algorithm
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