Optimal global approximation of jump-diffusion SDEs via path-independent step-size control

Published 2018 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Optimal global approximation of jump-diffusion SDEs via path-independent step-size control
Authors
Keywords
SDEs with jumps, Nonhomogeneous Poisson process, Wiener process, Minimal error, Adaptive step-size control, Asymptotically optimal algorithm
Journal
APPLIED NUMERICAL MATHEMATICS
Volume 128, Issue -, Pages 24-42
Publisher
Elsevier BV
Online
2018-02-03
DOI
10.1016/j.apnum.2018.01.024

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.