Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424)
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scientific article; zbMATH DE number 7553364
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| 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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0.845149576663971
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0.8333208560943604
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0.8312472701072693
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0.7998638153076172
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0.7950651049613953
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