On explicit approximations for Lévy driven SDEs with...

On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients

Kumar, Chaman, Sabanis, Sotirios
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Volume:
22
Year:
2017
Language:
english
Journal:
Electronic Journal of Probability
DOI:
10.1214/17-EJP89
File:
PDF, 403 KB
english, 2017
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