Time Discrete Taylor Approximations for It?? Processes with Jump Component
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Publication:3810629
DOI10.1002/mana.19881380107zbMath0661.60071OpenAlexW2051291139MaRDI QIDQ3810629
Eckhard Platen, Remigijus Mikulevičius
Publication date: 1988
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19881380107
order of convergenceItô processPoissonian jumpsimulation of functionalstime-discrete Taylor approximations
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