Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh |
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Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (English)
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30 May 2022
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SDEs with jumps
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nonhomogeneous Poisson process
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Wiener process
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minimal error
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equidistant mesh
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asymptotically optimal algorithm
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