• Media type: E-Book
  • Title: Algorithmic Analysis of Euler Scheme for Stochastic Differential Equations with Jumps
  • Contributor: Wu, Shujin [Author]
  • imprint: [S.l.]: SSRN, [2018]
  • Published in: Mathematics Preprint Archive ; Vol. 2003, Issue 1, pp 67-76
  • Extent: 1 Online-Ressource (10 p)
  • Language: English
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2003 erstellt
  • Description: A kind of stochastic differential equations with jumps are offered first, then the Euler scheme for these equations are present, at last their continuous dependence on initial value and convergence are be studied
  • Access State: Open Access