搜索结果: 1-1 共查到“知识库 常微分方程其他学科 approximation”相关记录1条 . 查询时间(0.432 秒)
On the rate of convergence of weak Euler approximation for non-degenerate SDEs
L´ evy processes stochastic differential equations
2010/12/10
The paper estimates the rate of convergence of the weak Euler approximation for solutions to SDEs driven by point and martingale measures, with H¨older continuous coefficients. The equation considered...