High Order Weak Approximation Schemes for Lévy-Driven SDEs (Q5326139)
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scientific article; zbMATH DE number 6193392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Order Weak Approximation Schemes for Lévy-Driven SDEs |
scientific article; zbMATH DE number 6193392 |
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High Order Weak Approximation Schemes for Lévy-Driven SDEs (English)
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31 July 2013
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stochastic differential equations
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pure-jump Lévy processes
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Lévy measures
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convergence
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