Showing items with similar title or keywords.

• On Malliavin calculus and approximation of stochastic integrals for Lévy processes 

  Laukkarinen, Eija (University of Jyväskylä, 2012)

• Approximation of heat equation and backward SDEs using random walk : convergence rates 

  Luoto, Antti (University of Jyväskylä, 2018)

  This thesis addresses questions related to approximation arising from the fields of stochastic analysis and partial differential equations. Theoretical results regarding convergence rates are obtained by using discretization ...

• On the approximation of stochastic integrals 

  Hujo, Mika (University of Jyväskylä, 2005)

• On fractional smoothness and Lp-approximation on the Wiener space 

  Geiss, Stefan; Toivola, Anni (Institute of Mathematical Statistics, 2015)

• Product formulas for multiple stochastic integrals associated with Lévy processes 

  Di Tella, Paolo; Geiss, Christel; Steinicke, Alexander (Springer, 2024)

  In the present paper, we obtain an explicit product formula for products of multiple integrals w.r.t. a random measure associated with a Lévy process. As a building block, we use a representation formula for products of ...