scientific article; zbMATH DE number 797355
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Publication:4848515
zbMath0827.60034MaRDI QIDQ4848515
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Publication date: 17 September 1995
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Brownian motionstochastic differential equationsstrong solutionstability problemGronwall's inequalityrandom counting measurejump-diffusion type
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Approximation of jump diffusions in finance and economics ⋮ Strong approximations of stochastic differential equations with jumps ⋮ Runge-Kutta methods for jump-diffusion differential equations ⋮ Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps ⋮ Convergence of solutions and their exit times in diffusion models with jumps
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