"Existence, uniqueness, and approximation of solutions of jump-diffusion ..."

Pawel Przybylowicz, Michaela Szölgyenyi (2021)

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DOI: 10.1016/J.AMC.2021.126191

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type: Journal Article

metadata version: 2021-10-14

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Pawel Przybylowicz, Michaela Szölgyenyi:
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift. Appl. Math. Comput. 403: 126191 (2021)

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