On the rate of convergence of weak Euler approximation for non-degenerate SDEs

Details On the rate of convergence of weak Euler approximation for non-degenerate SDEs On the rate of convergence of weak Euler approximation for non-degenerate SDEs

2010-09-23

arxiv.org/abs/1009.4728v3

Mathematics

Probability

Added references, corrected typos

Scientific paper

The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures. The equation considered has a non-degenerate main part whose jump intensity measure is absolutely continuous with respect to the Levy measure of a spherically-symmetric stable process. It includes the nondegenerate diffusions and SDEs driven by Levy processes.

Affiliated with

Also associated with

No associations

Rating

On the rate of convergence of weak Euler approximation for non-degenerate SDEs does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the rate of convergence of weak Euler approximation for non-degenerate SDEs, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the rate of convergence of weak Euler approximation for non-degenerate SDEs will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-273629