Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps

Shujin Wu، نويسنده , , Dong Han، نويسنده ,

فصلنامه با شماره پیاپی سال 2007

9

211

219

Stochastic differential equation with jumps , Continuous dependence on initialvalue , Stochastic difference equation , Euler scheme , convergence

Statistics and Probability Letters

2007

Statistics and Probability Letters

140897