Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs |
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Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (English)
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19 September 2019
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Euler-Maruyama approximation
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stochastic differential equation
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strong convergence
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