Finite difference schemes for linear stochastic integro-differential equations

DOI10.1016/j.spa.2016.04.025zbMath1375.60111arXiv1310.4117OpenAlexW1858632505MaRDI QIDQ312003

James-Michael Leahy, Konstantinos Anastasios Dareiotis

Publication date: 13 September 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4117

zbMATH Keywords

Lévy processesfinite differencesstochastic integro-differential equations

Mathematics Subject Classification ID

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