An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165)
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scientific article; zbMATH DE number 5795293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations |
scientific article; zbMATH DE number 5795293 |
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An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (English)
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4 October 2010
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optimization approach
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weak approximation
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Lévy-driven stochastic differential equations
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mathematical programming
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