Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure

标题
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure
作者
关键词
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出版物
SIAM JOURNAL ON NUMERICAL ANALYSIS
Volume 60, Issue 2, Pages 824-855
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2022-04-18
DOI
10.1137/21m1442747

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