Error analysis for approximation of stochastic differential equations driven by Poisson random measures

Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)

Standard

Error analysis for approximation of stochastic differential equations driven by Poisson random measures. / Hausenblas, Erika.
in: SIAM J. Numer. Anal., 2002.

Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)

Harvard

Hausenblas, E 2002, 'Error analysis for approximation of stochastic differential equations driven by Poisson random measures', SIAM J. Numer. Anal. https://doi.org/10.1137/S0036142999360275

APA

Hausenblas, E. (2002). Error analysis for approximation of stochastic differential equations driven by Poisson random measures. SIAM J. Numer. Anal. https://doi.org/10.1137/S0036142999360275

Vancouver

Hausenblas E. Error analysis for approximation of stochastic differential equations driven by Poisson random measures. SIAM J. Numer. Anal. 2002. doi: 10.1137/S0036142999360275

Author

Hausenblas, Erika. / Error analysis for approximation of stochastic differential equations driven by Poisson random measures. in: SIAM J. Numer. Anal. 2002.

Bibtex - Download

@article{0719820b518848f58972a4bba2ca0047,

title = "Error analysis for approximation of stochastic differential equations driven by Poisson random measures",

author = "Erika Hausenblas",

year = "2002",

doi = "10.1137/S0036142999360275",

language = "Undefined/Unknown",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Error analysis for approximation of stochastic differential equations driven by Poisson random measures

AU - Hausenblas, Erika

PY - 2002

Y1 - 2002

UR - http://dx.doi.org/10.1137/S0036142999360275

U2 - 10.1137/S0036142999360275

DO - 10.1137/S0036142999360275

M3 - Article

JO - SIAM J. Numer. Anal.

JF - SIAM J. Numer. Anal.

ER -

Universität Leoben/Forschungsportal