Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure

Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien. Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure. SIAM J. Numerical Analysis, 60(2):824-855, 2022. [doi]

Abstract

Abstract is missing.