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2003
Mark Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
Rubenthaler, S and Wiktorsson, Magnus ^LU (2003) In Stochastic Processes and their Applications 108(1). p.1-26
- Contribution to journal › Article
2002
Mark Simulation of stochastic integrals with respect to Levy processes of type G
Wiktorsson, Magnus ^LU (2002) In Stochastic Processes and their Applications 101(1). p.113-125
- Contribution to journal › Article