The Euler Scheme for Feller Processes

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

zbMATH Keywords

jump processes; Euler scheme; Feller process; stochastic differential equations with jumps; SDE

Mathematics Subject Classification ID

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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