14 citations · 52 across the 19 of their papers we have counts for
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math.PR2009
The Symbol Associated with the Solution of a Stochastic Differential Equation
Rene L. Schilling, Alexander Schnurr
We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bound…
math.PR2009★ 14 cited
The Euler scheme for Feller processes
Björn Böttcher, Alexander Schnurr
We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general typ…