Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (Q6606033)
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scientific article; zbMATH DE number 7913945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift |
scientific article; zbMATH DE number 7913945 |
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Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (English)
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16 September 2024
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stochastic differential equation
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stochastic difference equation
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Lévy process
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Euler-Maruyama scheme
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