most citedEfficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure

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math.PR2021★ 11 cited

Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure

Paweł Przybyłowicz, Michał Sobieraj, Łukasz Stȩpień

In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps gene…