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 = {Jacob, 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},
publisher = {Elsevier},
volume = {41},
number = {3},
year = {2005},
doi = {10.1016/j.anihpb.2004.01.007},
zbl = {1071.60046},
mrnumber = {2139032},
language = {en},
url = {www.numdam.org/item/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. http://www.numdam.org/item/AIHPB_2005__41_3_523_0/

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