Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators

Jin, SX; Kobayashi, K

Kobayashi, K (corresponding author), Fordham Univ, Dept Math, 113 West 60th St, New York, NY 10023 USA.

BIT NUMERICAL MATHEMATICS, ; ():

Abstract

The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which invol......

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