An Euler-Poisson scheme for Lévy driven stochastic differential equations (Q2804429)

From MaRDI portal





scientific article; zbMATH DE number 6575367
Language Label Description Also known as
English
An Euler-Poisson scheme for Lévy driven stochastic differential equations
scientific article; zbMATH DE number 6575367

    Statements

    0 references
    0 references
    0 references
    29 April 2016
    0 references
    stochastic differential equations
    0 references
    Lévy process
    0 references
    Euler-Poisson scheme
    0 references
    meromorphic Lévy process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    An Euler-Poisson scheme for Lévy driven stochastic differential equations (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references