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On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes - MaRDI portal

On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019)

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On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes
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    On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (English)
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    22 July 2011
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    Lévy processes
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    stochastic differential equations
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    weak Euler approximation
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