Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures
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Hölder conditionsmartingale measurepoint measurerate of convergencestochastic differential equationsweak Euler approximation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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