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On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes

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References

2009Lévy Processes and Stochastic Calculus1,442 cited
2012PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES107 cited
2011Pathwise uniqueness and continuous dependence for SDEs with non-regular drift99 cited
2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift89 cited
2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift84 cited
2004The Euler scheme for Lévy driven stochastic differential equations: limit theorems73 cited
2004The Euler scheme for Lévy driven stochastic differential equations : limit theorems63 cited
2016Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient56 cited

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2021Approximation of SDEs: a stochastic sewing approach34 cited

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