A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs
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Publication:4629952
DOI10.1051/PS/2017021zbMath1411.60092arXiv1609.08037OpenAlexW2527656131MaRDI QIDQ4629952
Publication date: 28 March 2019
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.08037
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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