Work

Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift

Year: 2024

Type: article

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2024.110220

Authors: Yanfang Li, Guohuan Zhao

Institutions: Chinese Academy of Sciences, Academy of Mathematics and Systems Science

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, China Postdoctoral Science Foundation

Awards: G1050989711, G3900120849, G5182362468, G8533620077

OpenAlex ID: W4401047321

FWCI: 2.447

Cites: 22

Cited by: 9

Related to: 10