The approximate Euler method for Lévy driven stochastic differential equations

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 41, Issue 3 SPEC. ISS., 2005, Pages 523-558

  Jacod, Jean ^a   Kurtz, Thomas G ^b   Méléard, Sylvie ^c   Protter, Philip ^d  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

^c UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^d Department of Obstetrics Gynecology   (United States)

Author keywords

Approximate simulations; Euler scheme; Simulations; Stochastic differential equations

Indexed keywords

EID: 17444362986     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.01.007     Document Type: Article

References (16)

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