On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019)
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scientific article
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| English | On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes |
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On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (English)
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22 July 2011
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Lévy processes
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stochastic differential equations
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weak Euler approximation
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0.913520574569702
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0.9044671654701232
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0.8932896256446838
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0.8594904541969299
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0.8576635718345642
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