most citedOn the Rate of Convergence of Weak Euler Approximation for Nondegenerate Itô Diffusion and Jump Processes

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2010★ 2 cited

On the Rate of Convergence of Weak Euler Approximation for Nondegenerate Itô Diffusion and Jump Processes

Remigijus Mikulevičius, Changyong Zhang

The paper studies the rate of convergence of the weak Euler approximation for Itô diffusion and jump processes with Hölder-continuous generators. It covers a number of stochastic p…