# APPROXIMATIONS FOR JUMP-DIFFUSION PROCESSES WITH NON-LIPSCHITZIAN COEFFICIENTS

• Hong, Do-Won (Department of Mathematics, Korea University) ;
• Wee, In-Suk (Department of Mathematics, Korea University)
• Published : 1998.11.01

#### Abstract

In this work, we consider Euler approxiamtion for one-dimensional jump-diffusion processes under Yamada-Watanabe type conditions on the coefficients which turns out to converge to the strong solution in uniform $L^1$-sense.