2 citations · 3 across the 6 of their papers we have counts for
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Approximation of the Lévy-driven stochastic heat equation on the sphere
Annika Lang, Andrea Papini, Verena Schwarz
The stochastic heat equation on the sphere driven by an additive square-integra\-ble Lévy process is approximated by a spectral method in space and forward and backward Euler--Maru…
Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
Sani Biswas, Chaman Kumar, Christoph Reisinger +1
In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the asso…
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke +1
In this paper we show the existence of a universal Skorohod measurable functional representation for a large class of semimartingale-driven stochastic differential equations. For t…