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Time Discrete Taylor Approximations for Itǒ Processes with Jump Component
Author(s) -
Mikulevičius Remigijus,
Platen Eckhard
Publication year - 1988
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.19881380107
Subject(s) - mathematics , lithuanian , calculus (dental) , mathematical economics , philosophy , linguistics , medicine , dentistry
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