The Euler Scheme for Feller Processes
From MaRDI portal
Publication:3114570
DOI10.1080/07362994.2011.610167zbMath1243.60058arXiv0911.5245MaRDI QIDQ3114570
Björn Böttcher, Alexander Schnurr
Publication date: 19 February 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.5245
60J25: Continuous-time Markov processes on general state spaces
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
47G40: Potential operators
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