Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q765113)
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scientific article; zbMATH DE number 6015530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure |
scientific article; zbMATH DE number 6015530 |
Statements
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (English)
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19 March 2012
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Euler scheme for stochastic differential equations
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non-Lipschitz diffusion
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