Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations With Jumps and Irregular Drift Coefficient
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
doi 10.5687/sss.2016.216
Full Text
Open PDFAbstract
Available in full text
Date
January 1, 2016
Authors
Publisher
The Institute of Systems, Control and Information Engineers