Strong approximation of stochastic processes at random times and application to their exact simulation
DOI10.1080/17442508.2016.1267179zbMATH Open1394.60062OpenAlexW2612515786MaRDI QIDQ4584675FDOQ4584675
Authors: Emmanuel Gobet, Mohamed Mrad 
Publication date: 4 September 2018
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2016.1267179
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Cited In (5)
- Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times
- Title not available (Why is that?)
- Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*
- Convergence rate of strong approximations of compound random maps, application to SPDEs
- Strong approximation of some particular one-dimensional diffusions
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