Funder
National Science Centre, Poland
Publisher
Springer Science and Business Media LLC
Reference30 articles.
1. Applebaum, D.: Lévy processes and stochastic calculus, 2nd ed. Cambridge University Press (2011)
2. Bonet, E., Nualart, D.: Interpolation and forecasting in Poisson’s processes. Stochastica 2, 1–5 (1977)
3. Bruti-Liberati, N., Platen, E.: Strong approximations of stochastic differential equations with jumps. J. Comput. Appl. Math. 205, 982–1001 (2007)
4. Gardoń, A: The order of approximations for solutions of Itô-type stochastic differential equations with jumps. Stoch. Anal. Appl. 22, 679–699 (2004)
5. Higham, D.J., Kloeden, P.E.: Numerical methods for nonlinear stochastic differential equations with jumps. Numer. Math. 101, 101–119 (2005)
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献