Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure
Abstract
We study the rate of convergence and some other properties of the Euler scheme for stochastic differential equations with the non-Lipschitz diffusion and the Poisson measure.
Published
25.01.2011
How to Cite
ZubchenkoV. P., and MishuraY. S. “Rate of Convergence in the Euler Scheme for Stochastic Differential Equations With Non-Lipschitz Diffusion and Poisson Measure”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 63, no. 1, Jan. 2011, pp. 40-60, https://umj.imath.kiev.ua/index.php/umj/article/view/2697.
Issue
Section
Research articles