Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
| Year of publication: |
2007
|
|---|---|
| Authors: | Wu, Shujin ; Han, Dong |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 2, p. 211-219
|
| Publisher: |
Elsevier |
| Keywords: | Stochastic differential equation with jumps Stochastic difference equation Euler scheme Continuous dependence on initial value Convergence |