Composition of approximations of two SDEs with jumps with non-finite Lévy measures

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Publication Details

Journal
Stochastics
Published
2025-11-10
DOI
https://doi.org/10.1080/17442508.2025.2583132
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Composition of approximations of two SDEs with jumps with non-finite Lévy measures

Mohamed Mrad, Alexandre Popier
Stochastics
Stochastic processes and financial applications
article

Composition of approximations of two SDEs with jumps with non-finite Lévy measures

Mohamed Mrad, Alexandre Popier
article en

Abstract

No abstract available for this paper.
Stochastics
Centre National de la Recherche Scientifique (FR), Laboratoire Analyse, Géométrie et Applications (FR), Le Mans Université (FR), Laboratoire de Mathématiques Blaise Pascal (FR), Centre de Recherche en Éducation de Nantes (FR)
Agence Nationale de la Recherche
Openalex Percentile: Top 100%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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Composition of approximations of two SDEs with jumps with non-finite Lévy measures — Mohamed Mrad, Alexandre Popier · Stochastics (2025) | TGRS Research Map | TGRS