Author:
Dereich Steffen,Heidenreich Felix
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference16 articles.
1. The coding complexity of Lévy processes;Aurzada;Found. Comput. Math.,2009
2. Lévy processes and stochastic calculus;Applebaum,2004
3. Approximations of small jumps of Lévy processes with a view towards simulation;Asmussen;J. Appl. Probab.,2001
4. On irregular functionals of SDEs and the euler scheme;Avikainen;Finance Stoch.,2009
5. Lévy Processes;Bertoin,1998
Cited by
35 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