The approximate Euler method for Lévy driven stochastic differential equations
Jacod, Jean ; Kurtz, Thomas G. ; Méléard, Sylvie ; Protter, Philip
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005), p. 523-558 / Harvested from Numdam
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@article{AIHPB_2005__41_3_523_0,
     author = {Jacob, Jean and Kurtz, Thomas G. and M\'el\'eard, Sylvie and Protter, Philip},
     title = {The approximate Euler method for L\'evy driven stochastic differential equations},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {41},
     year = {2005},
     pages = {523-558},
     doi = {10.1016/j.anihpb.2004.01.007},
     mrnumber = {2139032},
     zbl = {1071.60046},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2005__41_3_523_0}
}

Jacod, Jean; Kurtz, Thomas G.; Méléard, Sylvie; Protter, Philip. The approximate Euler method for Lévy driven stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) pp. 523-558. doi : 10.1016/j.anihpb.2004.01.007. http://gdmltest.u-ga.fr/item/AIHPB_2005__41_3_523_0/

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