Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (Q6606033)
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scientific article; zbMATH DE number 7913945
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| English | Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift |
scientific article; zbMATH DE number 7913945 |
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Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (English)
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16 September 2024
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stochastic differential equation
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stochastic difference equation
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Lévy process
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Euler-Maruyama scheme
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0.8787476420402527
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0.8482382297515869
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0.8357223868370056
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0.8342887759208679
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