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\chapter{Integral}
\section{Topological Space}
Two decades ago the authors of this book undertook the study of the errors one makes when numerically approximating the solutions of stochastic differential equations driven by Lévy processes. In particular we were interested in the normalized asymptotic errors of approximations via an Euler scheme, and it turned out we needed sophisticated laws of large numbers and central limit theorems that did not yet exist. While developing such tools, it became apparent that they would be useful in a wide range of applications.
\subsection{Linear and Nonlinear Programming }
Two decades ago the authors of this book undertook the study of the errors one makes when numerically approximating the solutions of stochastic differential equations driven by Lévy processes. In particular we were interested in the normalized asymptotic errors of approximations via an Euler scheme, and it turned out we needed sophisticated laws of large numbers and central limit theorems that did not yet exist. While developing such tools, it became apparent that they would be useful in a wide range of applications.
\chapter{Differential Equations}
\section{ODE}
Two decades ago the authors of this book undertook the study of the errors one makes when numerically approximating the solutions of stochastic differential equations driven by Lévy processes. In particular we were interested in the normalized asymptotic errors of approximations via an Euler scheme, and it turned out we needed sophisticated laws of large numbers and central limit theorems that did not yet exist. While developing such tools, it became apparent that they would be useful in a wide range of applications.
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