In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations (Q3757084)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations |
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In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations (English)
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1987
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numerical solution of a wide class of Itô stochastic differential equations
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stochastic truncation errors
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stochastic Cauchy-Euler scheme
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rate of convergence
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