A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations
Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. Solution of the underlying initial value problems is important for the understanding and control of many phenomena and systems in the real world. In this paper, we construct a...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Hindawi Publishing Corporation
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/35155 |