Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583)
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scientific article; zbMATH DE number 7516280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure |
scientific article; zbMATH DE number 7516280 |
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Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (English)
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29 April 2022
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countably dimensional Wiener process
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stochastic differential equations with jumps
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Poisson random measure
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randomized Euler algorithm
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lower error bounds
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complexity analysis
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