Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift.

Pawel Przybylowicz Michaela Szölgyenyi

Published in: CoRR (2019)

Keyphrases

solution space
approximation error
similar problems
optimal solution
closed form
approximation schemes
information retrieval
evolutionary algorithm
np hard
state space
sufficient conditions
approximation algorithms
concept drift
continuous functions