Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation (Q2196039)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation |
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Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation (English)
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28 August 2020
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stochastic differential equations with jumps
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Lévy process
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Poisson random measure
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stochastic Volterra integral equations
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Euler-Maruyama method
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strong superconvergence
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