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"Efficient Approximation of SDEs Driven by Countably Dimensional Wiener ..."

Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien (2022)

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DOI: 10.1137/21M1442747

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - journals/siamnum/PrzybylowiczSS22
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  - https://dblp.org/rec/journals/siamnum/PrzybylowiczSS22
Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien:
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure. SIAM J. Numer. Anal. 60(2): 824-855 (2022)

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