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"An Euler-Poisson scheme for Lévy driven stochastic differential ..."
Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl (2016)
- 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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