Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q765113)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure |
scientific article; zbMATH DE number 6015530
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure |
scientific article; zbMATH DE number 6015530 |
Statements
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (English)
0 references
19 March 2012
0 references
Euler scheme for stochastic differential equations
0 references
non-Lipschitz diffusion
0 references
0 references
