Algorithmic Analysis of Euler Scheme for Stochastic Differential Equations with Jumps

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

Year of publication:	2018
Authors:	Wu, Shujin
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Analysis \| Mathematical analysis \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Variationsrechnung \| Variational method

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