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Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps

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References

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2012Weak Order for the Discretization of the Stochastic Heat Equation Driven by Impulsive Noise40 cited
2008Adaptive Weak Approximation of Diffusions with Jumps38 cited
2007Approximation of jump diffusions in finance and economics35 cited
2007Comparison of semimartingales and Lévy processes33 cited
2012Comparison of semimartingales and Lévy processes32 cited
2019Convergence and stability of the backward Euler method for jump–diffusion SDEs with super-linearly growing diffusion and jump coefficients26 cited

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