Weak Approximations for SDE’s Driven by Lévy Processes

DOI10.1007/978-3-0348-0545-2_6zbMath1411.60104OpenAlexW43072955MaRDI QIDQ5746520

Arturo Kohatsu-Higa, Hoang-Long Ngo

Publication date: 19 February 2014

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_6

zbMATH Keywords

simulationnumerical approximationLévy processSDE's

Mathematics Subject Classification ID

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)

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