Numerical Solutions of Stochastic Differential Equations with Jumps and Measurable Drifts
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- Ioannis Lestas & Glenn Vinnicombe & Johan Paulsson, 2010. "Fundamental limits on the suppression of molecular fluctuations," Nature, Nature, vol. 467(7312), pages 174-178, September.
- Pellegrini, Clément, 2010. "Existence, uniqueness and approximation of the jump-type stochastic Schrodinger equation for two-level systems," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1722-1747, August.
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Keywords
stochastic differential equations with jumps; Zvonkin’s transformation; numerical approximations; Euler–Maruyama scheme;All these keywords.
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