Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
نویسندگان
چکیده
The paper estimates the speed of convergence of the Euler approximation for di usion processes with jump component which have H older continuous coe cients.
منابع مشابه
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ورودعنوان ژورنال:
- Monte Carlo Meth. and Appl.
دوره 8 شماره
صفحات -
تاریخ انتشار 2002