Rate of weak convergence of the Euler approximation for diffusion processes with jumps
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| dc.contributor.author | Kubilius Kestutis | en_US |
| dc.contributor.author | Platen Eckhard | en_US |
| dc.date.accessioned | 2009-12-21T02:27:52Z | |
| dc.date.available | 2009-12-21T02:27:52Z | |
| dc.date.issued | 2006 | en_US |
| dc.identifier | 2002000309 | en_US |
| dc.identifier.citation | Kubilius Kestutis and Platen Eckhard 2002, 'Rate of weak convergence of the Euler approximation for diffusion processes with jumps', VSP, vol. 8, no. 1, pp. 83-96. | en_US |
| dc.identifier.issn | 0929-9629 | en_US |
| dc.identifier.other | C1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/3385 | |
| dc.description.abstract | The paper estimates the speed of convergence of the Euler approximation for diffusion processes with jump component which have Hölder continuous coefficients. | en_US |
| dc.publisher | Springer | en_US |
| dc.relation.isbasedon | http://dx.doi.org/10.1007/s11270-006-9092-3 | en_US |
| dc.title | Rate of weak convergence of the Euler approximation for diffusion processes with jumps | en_US |
| dc.parent | Monte Carlo Methods and Applications | en_US |
| dc.journal.volume | 8 | en_US |
| dc.journal.number | 1 | en_US |
| dc.publocation | Amsterdam, The Netherlands | en_US |
| dc.identifier.startpage | 59 | en_US |
| dc.identifier.endpage | 80 | en_US |
| dc.cauo.name | Cell and Molecular Biology | en_US |
