The Euler Scheme for Feller Processes (Q3114570): Difference between revisions

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+Uniqueness in law for pure jump Markov processes
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+Q5556844
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+APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
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+Strong approximations of stochastic differential equations with jumps
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+Financial Modelling with Jump Processes
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+Foundations of Modern Probability
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+Semimartingales: A course on stochastic processes
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+Conservativeness and extensions of Feller semigroups
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+Growth and Hölder conditions for the sample paths of Feller processes
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+The symbol associated with the solution of a stochastic differential equation
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+Markov Processes from K. Ito's Perspective (AM-155)
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+Lévy measure with generalized polar decomposition and the associated sde with jumps
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