"On Tamed Euler Approximations of SDEs Driven by Lévy Noise with ..."

Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis (2016)

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DOI: 10.1137/151004872

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type: Journal Article

metadata version: 2020-10-26

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Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis:
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations. SIAM J. Numer. Anal. 54(3): 1840-1872 (2016)

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