ON THE ASYMPTOTIC BEHAVIOR OF AN APPROXIMATION OF SIES DRIVEN BY P‐SEMIMARTINGALES
作者： K. Kubilius
DOI: 10.3846/13926292.2002.9637183
关键词:
摘要: Abstract We study the convergence rate of a Milstein‐type approximation solution an integral equation driven by special continuous p‐semimartingale.
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