| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154952 | Statistics & Probability Letters | 2007 | 9 Pages |
Abstract
A kind of stochastic differential equations with jumps are offered first, then the Euler scheme for these equations are present, at last their continuous dependence on initial value and convergence are studied.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shujin Wu, Dong Han,