An Euler-Poisson scheme for Lévy driven stochastic differential equations

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

Authors

Albert Ferreiro-Castilla

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Andreas E. Kyprianou

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Robert Scheichl

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