The Euler scheme for Lévy driven stochastic differential equations: Limit theorems

Annals of Probability

Volumn 32, Issue 3 A, 2004, Pages 1830-1872

  Jacod, Jean ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Euler scheme; L vy process; Rate of convergence

Indexed keywords

EID: 4544330746     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000667     Document Type: Article

References (13)

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