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Modern Stochastics: Theory and Applications


Cited by 4
Accuracy of discrete approximation for integral functionals of Markov processes

Approximation in law of locally $\alpha $-stable Lévy-type processes by non-linear regressions
Alexei Kulik
https://doi.org/10.1214/19-EJP339
Journal  Electronic Journal of Probability Volume 24, Issue none (2019)
Approximation of occupation time functionals
Randolf Altmeyer
https://doi.org/10.3150/21-BEJ1328
Journal  Bernoulli Volume 27, Issue 4 (2021)
Estimation error for occupation time functionals of stationary Markov processes
Randolf Altmeyer, Jakub Chorowski
https://doi.org/10.1016/j.spa.2017.08.013
Journal  Stochastic Processes and their Applications Volume 128, Issue 6 (2018), p. 1830
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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