Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure

  • V. P. Zubchenko
  • Yu. S. Mishura
Article

We study the rate of convergence and some other properties of the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure.

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Copyright information

© Springer Science+Business Media, Inc. 2011

Authors and Affiliations

  • V. P. Zubchenko
    • 1
  • Yu. S. Mishura
    • 1
  1. 1.KyivUkraine

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