We consider the Euler approximation of stochastic differential equations (SDEs) driven by Lévy processes in the case where we cannot simulate the increments of the driving process exactly. In some cases, where the driving process Y is a subordinated stable process, i.e., Y=Z(V) with V a...

We study simulated annealing algorithms to maximise a function [psi] on a subset of . In classical simulated annealing, given a current state [theta]n in stage n of the algorithm, the probability to accept a proposed state z at which [psi] is smaller, is exp(-[beta]n+1([psi](z)-[psi]([theta]n))...