Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516)
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scientific article; zbMATH DE number 7925925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift |
scientific article; zbMATH DE number 7925925 |
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Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (English)
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14 October 2024
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jump-diffusion stochastic differential equations
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discontinuous drift
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jump-adapted scheme
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lower bounds
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optimality of approximation schemes
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