On the asymptotic behavior of an approximation of SIEs driven by p‐semimartingales
We study the convergence rate of a Milstein‐type approximation of the solution of an integral equation driven by a special continuous p‐semimartingale. Apie stochastinių integralinių lygčių, valdomų p-semimartingalų, aproksimacijos asimptotinį elgesį Santrauka Nagrinejamas Milšteino tipo...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2002-06-01
|
| Series: | Mathematical Modelling and Analysis |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/MMA/article/view/9834 |