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Stochastic Analysis: A Series of LecturesA Short Course on Weak Approximations for Lévy Driven SDE’s

Stochastic Analysis: A Series of Lectures: A Short Course on Weak Approximations for Lévy Driven... [This introductory course concentrates on how to measure the rate of convergence of expectations of functionals of approximations to solutions of stochastic differential equations (sde’s) with jumps.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Stochastic Analysis: A Series of LecturesA Short Course on Weak Approximations for Lévy Driven SDE’s

Part of the Progress in Probability Book Series (volume 68)
Editors: Dalang, Robert C.; Dozzi, Marco; Flandoli, Franco; Russo, Francesco
Kohatsu-Higa, Arturo
Stochastic Analysis: A Series of Lectures — May 15, 2015
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References (2)

Publisher
Springer Basel
Copyright
© Springer Basel 2015
ISBN
978-3-0348-0908-5
Pages
247 –270
DOI
10.1007/978-3-0348-0909-2_9
Publisher site
See Chapter on Publisher Site

Abstract

[This introductory course concentrates on how to measure the rate of convergence of expectations of functionals of approximations to solutions of stochastic differential equations (sde’s) with jumps.]

Published: May 15, 2015

Keywords: Weak approximation; Monte Carlo methods; Primary 65CXX; Secondary 60H35

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