If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Help
If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Stochastic differential equations driven by Levy processes are used as mathematical models for random dynamic phenomena in applications arising from fields such as finance and insurance, to capture continuous and discontinuous uncertainty. For many applications, a stochastic differential equation does not have a closedform solution and the weak Euler approximation is applied. In such numerical treatment of stochastic differential equations, it is of theoretical and practical importance to estimate the rate of convergence of the discrete time approximation. In this book, it is systematically investigated the dependence of the rate of convergence on the regularity of the coefficients and driving processes. The model under consideration is of a more general form than existing ones, and hence is applicable to a broader range of processes, from the widelystudied diffusions and stochastic differential equations driven by sphericallysymmetric stable processes to stochastic differential equations driven by more general Levy processes. These processes can be found in a variety of fields, including physics, engineering, economics, and finance.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
For MAP (Minimum Advertised Price) violations and Intellectual Property (IP) or Trademark concerns, please contact:
support@ergodebooks.com
⚠️ California Proposition 65 Warning: Some products sold on this website may expose you to chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm. For more information, visit www.P65Warnings.ca.gov.
