Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057)
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scientific article; zbMATH DE number 7829102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs |
scientific article; zbMATH DE number 7829102 |
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Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (English)
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9 April 2024
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jump-diffusion SDEs
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randomized Milstein algorithm
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Lévy's area
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\(n\)th minimal error
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optimality of algorithms
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information-based complexity
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