A weak approximation of stochastic differential equations with jumps through tempered polynomial optimization
exponential temperingLévy processOrnstein-Uhlenbeck processsemidefinite programmingstable subordinatorstochastic differential equations with jumpsweak approximation
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Semidefinite programming (90C22)
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