On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations

Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis. On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations. SIAM J. Numerical Analysis, 54(3):1840-1872, 2016. [doi]

Authors

Konstantinos Dareiotis

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Chaman Kumar

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Sotirios Sabanis

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