Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations
type: Item
instance of: scholarly article
title: Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations
zbMATH Open document ID: 1414.60045
DOI: 10.1137/S0040585X97T989039
author: Changyong Zhang
author: R. Mikulevicius
published in: Theory of Probability & Its Applications
publication date: 2018-10-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 6965569
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Lévy processes
zbMATH Keywords: weak Euler approximation
zbMATH Keywords: rate of convergence
zbMATH Keywords: Hölder conditions
MaRDI profile type: Publication
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full work available at URL: s0040585x97t989039
OpenAlex ID: W2898328801
description: scientific article; zbMATH DE number 6965569