Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure
type: Item
instance of: scholarly article
title: Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure
zbMATH Open document ID: 1235.60086
author: V. P. Zubchenko
author: Yuliya S. Mishura
published in: Ukrainian Mathematical Journal
publication date: 2012-03-19T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6015530
zbMATH Keywords: Euler scheme for stochastic differential equations
zbMATH Keywords: non-Lipschitz diffusion
MaRDI profile type: Publication
full work available at URL: s11253-011-0487-y
OpenAlex ID: W1973102025
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cites work: Q4435813
DOI: 10.1007/S11253-011-0487-Y
description: scientific article; zbMATH DE number 6015530