The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps

DOI10.1081/SAP-120030451zbMath1056.60065MaRDI QIDQ3158164

Albert Gardoń

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations; numerical approximation; Poisson process; jump diffusion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H05: Stochastic integrals

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)