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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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Bibliographic Details
Date:	2011
Main Authors:	Zubchenko, V. P., Mishura, Yu. S., Зубченко, В. П., Мішура, Ю. С.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2011
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2697
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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