The approximate Euler method for Lévy driven stochastic differential equations
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 523-558
@article{AIHPB_2005__41_3_523_0,
author = {Jacod, Jean and Kurtz, Thomas G. and M\'el\'eard, Sylvie and Protter, Philip},
title = {The approximate {Euler} method for {L\'evy} driven stochastic differential equations},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {523--558},
year = {2005},
publisher = {Elsevier},
volume = {41},
number = {3},
doi = {10.1016/j.anihpb.2004.01.007},
mrnumber = {2139032},
zbl = {1071.60046},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1016/j.anihpb.2004.01.007/}
}
TY - JOUR AU - Jacod, Jean AU - Kurtz, Thomas G. AU - Méléard, Sylvie AU - Protter, Philip TI - The approximate Euler method for Lévy driven stochastic differential equations JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2005 SP - 523 EP - 558 VL - 41 IS - 3 PB - Elsevier UR - http://geodesic.mathdoc.fr/articles/10.1016/j.anihpb.2004.01.007/ DO - 10.1016/j.anihpb.2004.01.007 LA - en ID - AIHPB_2005__41_3_523_0 ER -
%0 Journal Article %A Jacod, Jean %A Kurtz, Thomas G. %A Méléard, Sylvie %A Protter, Philip %T The approximate Euler method for Lévy driven stochastic differential equations %J Annales de l'I.H.P. Probabilités et statistiques %D 2005 %P 523-558 %V 41 %N 3 %I Elsevier %U http://geodesic.mathdoc.fr/articles/10.1016/j.anihpb.2004.01.007/ %R 10.1016/j.anihpb.2004.01.007 %G en %F AIHPB_2005__41_3_523_0
Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip. The approximate Euler method for Lévy driven stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 523-558. doi: 10.1016/j.anihpb.2004.01.007
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