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Modern Stochastics: Theory and Applications


Cited by 3
Rates of approximation of nonsmooth integral-type functionals of Markov processes

Approximation of occupation time functionals
Randolf Altmeyer
https://doi.org/10.3150/21-BEJ1328
Journal  Bernoulli Volume 27, Issue 4 (2021)
Parametrix construction of the transition probability density of the solution to an SDE driven by $\alpha$-stable noise
Victoria Knopova, Alexei Kulik
https://doi.org/10.1214/16-AIHP796
Journal  Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 54, Issue 1 (2018)
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
https://doi.org/10.1214/24-AIHP1506
Journal  Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 61, Issue 4 (2025)


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