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"An Euler-Poisson scheme for Lévy driven stochastic differential ..."

Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl (2016)

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DOI: 10.1017/JPR.2015.23

access: closed

type: Journal Article

metadata version: 2020-04-16

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Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl:
An Euler-Poisson scheme for Lévy driven stochastic differential equations. J. Appl. Probab. 53(1): 262-278 (2016)

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