Pages that link to "Item:Q2574527"
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The following pages link to On diffusion approximation with discountinuous coefficients. (Q2574527):
Displaying 7 items.
- A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient (Q871363) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587) (← links)
- Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution (Q2507418) (← links)
- Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
- Parabolic and Elliptic Equations with VMO Coefficients (Q3436045) (← links)
- Parallel server systems under an extended heavy traffic condition: a lower bound (Q6126794) (← links)
