Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042)
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scientific article; zbMATH DE number 5134233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps |
scientific article; zbMATH DE number 5134233 |
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Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (English)
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15 March 2007
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stochastic differential equation with jumps
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stochastic difference equation
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Euler scheme
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continuous dependence on initial value
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convergence
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