Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure
We study the rate of convergence and some other properties of the Euler scheme for stochastic differential equations with the non-Lipschitz diffusion and the Poisson measure.
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| Date: | 2011 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2011
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2697 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |