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Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes

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References

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Cited by

2010Jump-adapted discretization schemes for Lévy-driven SDEs59 cited
2009On Kolmogorov equations for anisotropic multivariate Lévy processes44 cited
2009Numerical methods for Lévy processes34 cited
2018Stochastic systems with memory and jumps32 cited
2008Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution27 cited
2007Computation of the invariant measure for a Lévy driven SDE: Rate of convergence21 cited

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