The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps (Q3158164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps |
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The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps (English)
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20 January 2005
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stochastic differential equations
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numerical approximation
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jump diffusion
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Poisson process
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