Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure

✍ Scribed by V. P. Zubchenko; Yu. S. Mishura

• Publisher: Springer
• Year: 2011
• Tongue: English
• Weight: 263 KB
• Volume: 63
• Category: Article
• ISSN: 0041-5995
• DOI: 10.1007/s11253-011-0487-y