Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777)
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scientific article; zbMATH DE number 7826588
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| English | Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures |
scientific article; zbMATH DE number 7826588 |
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Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (English)
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2 April 2024
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stochastic differential equations
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point measure
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martingale measure
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weak Euler approximation
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rate of convergence
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Hölder conditions
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