Optimal simulation schemes for Lévy driven stochastic differential equations

DOI10.1090/S0025-5718-2013-02786-XzbMath1310.60055arXiv1204.4877OpenAlexW1969587884MaRDI QIDQ3189423

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Publication date: 10 September 2014

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.4877

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