Strong convergence of the Euler–Maruyama approximation for a class of Lévy-driven SDEs
Kühn, Franziska, Schilling, René L.Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2018.07.018
Date:
August, 2018
File:
PDF, 416 KB
english, 2018