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Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
- Source :
-
Statistics & Probability Letters . Jan2007, Vol. 77 Issue 2, p211-219. 9p. - Publication Year :
- 2007
-
Abstract
- Abstract: 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 studied. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 77
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 23163641
- Full Text :
- https://doi.org/10.1016/j.spl.2004.10.038