Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042)
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scientific article; zbMATH DE number 5134233
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| English | Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps |
scientific article; zbMATH DE number 5134233 |
Statements
Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (English)
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15 March 2007
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stochastic differential equation with jumps
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stochastic difference equation
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Euler scheme
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continuous dependence on initial value
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convergence
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0.8477599024772644
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0.8360639810562134
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0.825588047504425
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0.8255125880241394
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0.8148854970932007
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