Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919)
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scientific article; zbMATH DE number 5270302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 5270302 |
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Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (English)
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30 April 2008
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jump diffusion process
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stochastic differential equation
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numerical integration
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local linearization
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weak convergence
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