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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    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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