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]
@article{Ferreiro-Castilla16,
title = {An Euler-Poisson scheme for Lévy driven stochastic differential equations},
author = {Albert Ferreiro-Castilla and Andreas E. Kyprianou and Robert Scheichl},
year = {2016},
doi = {10.1017/jpr.2015.23},
url = {http://dx.doi.org/10.1017/jpr.2015.23},
researchr = {https://researchr.org/publication/Ferreiro-Castilla16},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {53},
number = {1},
pages = {262-278},
}