Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
type: Item
instance of: scholarly article
title: Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
zbMATH Open document ID: 1548.65043
author: Paweł Przybyłowicz
author: Verena Schwarz
author: Michaela Szölgyenyi
published in: BIT
publication date: 2024-10-14T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7925925
zbMATH Keywords: jump-diffusion stochastic differential equations
zbMATH Keywords: discontinuous drift
zbMATH Keywords: jump-adapted scheme
zbMATH Keywords: lower bounds
zbMATH Keywords: optimality of approximation schemes
MaRDI profile type: Publication
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DOI: 10.1007/S10543-024-01036-7
description: scientific article; zbMATH DE number 7925925