most citedA strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.PR2014★ 3 cited

A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion

Ernest Jum, Kei Kobayashi

This paper establishes a discretization scheme for a large class of stochastic differential equations driven by a time-changed Brownian motion with drift, where the time change is…