Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919)
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scientific article; zbMATH DE number 5270302
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| English | Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 5270302 |
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Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (English)
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30 April 2008
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jump diffusion process
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stochastic differential equation
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numerical integration
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local linearization
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weak convergence
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0.8662022948265076
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0.8251426219940186
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0.8136004209518433
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0.8058035969734192
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0.7882205247879028
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