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Time Discrete Taylor Approximations for Itǒ Processes with Jump Component
Data up to Jan 2025
Published1988
Citations68
References6
Total Citations Per Year
Abstract
References (6)
Stochastic differential equations and diffusion processes
1982 • 1,391 citations
Controlled Diffusion Processes
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1979 • 1,157 citations
A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
1979 • 247 citations
Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications
2005 • 105 citations
A taylor formula for semimartingales solving a stochastic equation
2005 • 7 citations
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