Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274)
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scientific article; zbMATH DE number 6448647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Euler Approximation for Itô Diffusion and Jump Processes |
scientific article; zbMATH DE number 6448647 |
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Weak Euler Approximation for Itô Diffusion and Jump Processes (English)
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22 June 2015
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Itō diffusion processes
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jump processes
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weak Euler approximation
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rate of convergence
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stochastic differential equations
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stable processes
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Hölder conditions
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