Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion.

DOI10.1016/j.spa.2016.12.004zbMath1416.60071OpenAlexW2564778142MaRDI QIDQ511142

Christel Geiss, Céline Labart

Publication date: 14 February 2017

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

Full work available at URL: https://doi.org/10.1016/j.spa.2016.12.004

zbMATH Keywords

Wiener chaos expansion

Mathematics Subject Classification ID

Related Items (1)

Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)

Cites Work

• Simulation of BSDEs with jumps by Wiener chaos expansion
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
• Moments and Central Limit Theorems for Some Multivariate Poisson Functionals

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