Semi-discrete approximations for stochastic differential equations and applications (Q4903574): Difference between revisions

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+On the discretization schemes for the CIR (and Bessel squared) processes
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+The behavior of solutions of stochastic differential inequalities
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+One-dimensional stochastic differential equations involving a singular increasing process
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+Interest rate models: an infinite dimensional stochastic analysis perspective
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+Singular stochastic differential equations.
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+A Theory of the Term Structure of Interest Rates
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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Backward stochastic differential equations with continuous coefficient
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+Q4826106
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+Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
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+Numerical solution of stochastic differential equations with jumps in finance
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