Fanhui Xu

most citedOn the rate of convergence of strong Euler approximation for SDEs driven by Levy processes

4 citations · 4 across the 2 of their papers we have counts for

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math.PR2016★ 4 cited

On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes

R. Mikulevicius, Fanhui Xu

SDE driven by an $α$ -stable process, $α \in [1, 2),$ with Lipshitz continuous coefficient and $β$ -Hölder drift is considered. The existence and uniqueness of a strong solution…