A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient
From MaRDI portal
Publication:6417437
DOI10.1016/j.jmaa.2024.128319arXiv2211.08739MaRDI QIDQ6417437
Verena Schwarz, Michaela Szölgyenyi, Paweł Przybyłowicz
Publication date: 16 November 2022
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
This page was built for publication: A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient
