Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
Crossref DOI link: https://doi.org/10.1007/s10543-024-01036-7
Published Online: 2024-09-09
Published Print: 2024-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Przybyłowicz, Paweł
Schwarz, Verena http://orcid.org/0000-0003-4287-5262
Szölgyenyi, Michaela
Funding for this research was provided by:
Austrian Science Fund (DOC 78)
University of Klagenfurt
Text and Data Mining valid from 2024-09-09
Version of Record valid from 2024-09-09
Article History
Received: 11 December 2023
Accepted: 19 August 2024
First Online: 9 September 2024
Declarations
:
: Not Applicable.