Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601): Difference between revisions

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+Sylvain Rubenthaler
@@ Property / author: Sylvain Rubenthaler / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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+The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
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+Processes of normal inverse Gaussian type
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4149(03)00100-5
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@@ Property / OpenAlex ID @@
+W2037748810
@@ Property / OpenAlex ID: W2037748810 / rank @@
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