A higher-order approximation method for jump-diffusion SDEs with a discontinuous drift coefficient
Przybyłowicz, P
Schwarz, V
Szölgyenyi, M
Journal of Mathematical Analysis and Applications
volume 538
issue 1
128319-128319
(Oct 2024)
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift.
Przybyłowicz, P
Schwarz, V
Szölgyenyi, M
BIT Numer Math
volume 64
issue 4
35
(2024)
https://www.ncbi.nlm.nih.gov/pubmed/39263602
IIB an equivariantly localized puncture
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Couzens, C
Luscher, A
SciPost Physics
Strong convergence to operator-valued semicirculars
Pi, J
Probability theory and related fields
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Khordad, E
Smith, P
Evans, R
Senanayake, R
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Lett, M
Maylam, I
Philip, C
Salio, M
Suckling, R
Simmons, R
Barnbrook, K
Swift, B
Jaoko, W
Kibengo, F
Kilembe, W
Sanders, E
Coles, M
Pearson, C
Cicconi, P
Hanke, T
Provine, N
Klenerman, P
Johnson, J
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