Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh

被引：0

作者：

Kaluża, Andrzej ^{[1
]}

机构：

[1] AGH University of Science and Technology, Faculty of Applied Mathematics, Al. Mickiewicza 30, Krakow,30-059, Poland

来源：

Applied Numerical Mathematics | 2022年 / 179卷

关键词：

Compendex;

D O I：

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摘要：

Approximation algorithms - Random processes

引用

页码：1 / 26

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