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20122026
most citedOn the regularisation of the noise for the Euler-Maruyama scheme with irregular drift

41 citations · 256 across the 24 of their papers we have counts for

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math.NA2016

On Finite difference schemes for partial integro-differential equations of Lévy type

Konstantinos Dareiotis

In this article we introduce a finite difference approximation for integro-differential operators of Lévy type. We approximate solutions of integro-differential equations, where th…