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Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift.
Pawel Przybylowicz
Michaela Szölgyenyi
Published in:
Appl. Math. Comput. (2021)
Keyphrases
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continuous functions
approximation schemes
closed form
data sets
error bounds
optimal solution
artificial intelligence
information systems
knowledge base
upper bound
sufficient conditions
solution space
approximation algorithms
concept drift
relative error