| Publication | Date of Publication | Type |
|---|
Small jump approximation and Malliavin integration by parts for infinite activity Lévy processes for Monte Carlo estimate of the Delta option price sensitivity
Stochastic Analysis and Applications | 2026-10-01 | Paper |
Time multipoint nonlocal problem for a stochastic Schrödinger equation
Journal of Computational Mathematics | 2025-03-05 | Paper |
L^2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension
Arab Journal of Mathematical Sciences | 2025-01-31 | Paper |
Epidemic modelling by birth-death processes with spatial scaling
Journal of Mathematics in Industry | 2024-10-11 | Paper |
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions
Stochastic Analysis and Applications | 2024-04-18 | Paper |
RBDSDEs with jumps and optional Barrier and mean field game with common noise
Stochastics | 2023-07-13 | Paper |
Lévy noise with infinite activity and the impact on the dynamic of an SIRS epidemic model
Physica A | 2023-05-26 | Paper |
Lévy noise perturbation for an epidemic model with impact of media coverage
Stochastics | 2022-07-08 | Paper |
Reflected backward doubly stochastic differential equations with discontinuous barrier
Stochastics | 2022-07-05 | Paper |
Analysis of a stochastic distributed delay epidemic model with relapse and Gamma distribution kernel
Chaos, Solitons and Fractals | 2022-03-31 | Paper |
Bayesian forecast of the basic reproduction number during the COVID-19 epidemic in Morocco and Italy
Mathematical Population Studies | 2022-02-22 | Paper |
A stochastic analysis for a triple delayed SIQR epidemic model with vaccination and elimination strategies
Journal of Applied Mathematics and Computing | 2021-11-29 | Paper |
Epidemic modeling: diffusion approximation vs. stochastic differential equations allowing reflection
International Journal of Biomathematics | 2021-11-12 | Paper |
The effect of stochasticity with respect to reinfection and nonlinear transition states for some diseases with relapse
Mathematical Methods in the Applied Sciences | 2021-06-30 | Paper |
A stochastic threshold of a delayed epidemic model incorporating Lévy processes with harmonic mean and vaccination
International Journal of Biomathematics | 2021-04-21 | Paper |
Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
Computational and Applied Mathematics | 2020-05-04 | Paper |
Probability Analysis of a Perturbed Epidemic System with Relapse and Cure
International Journal of Computational Methods | 2019-11-26 | Paper |
A stochastic viral infection model driven by Lévy noise
Chaos, Solitons and Fractals | 2019-06-28 | Paper |
Media effects on the dynamics of a stochastic SIRI epidemic model with relapse and Lévy noise perturbation
International Journal of Biomathematics | 2019-06-25 | Paper |
Stochastic stability and instability of an epidemic model with relapse
Applied Mathematics and Computation | 2019-04-29 | Paper |
A stochastic SIRI epidemic model with relapse and media coverage
Discrete and Continuous Dynamical Systems. Series B | 2018-12-27 | Paper |
A stochastic SIRI epidemic model with Lévy noise
Discrete and Continuous Dynamical Systems. Series B | 2018-12-18 | Paper |
A stochastic SIRS epidemic model incorporating media coverage and driven by Lévy noise
Chaos, Solitons and Fractals | 2018-02-02 | Paper |
| Projection scheme for a reflected stochastic heat equation with additive noise | 2006-03-16 | Paper |
Numerical approximation for a white noise driven SPDE with locally bounded drift
Potential Analysis | 2005-05-04 | Paper |
Projection scheme for stochastic differential equations with convex constraints.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
Variance Reduction Methods for Simulation of Densities on Wiener Space
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2001-09-02 | Paper |
On the simulation of some functionals of diffusion processes
RIMS Kokyuroku | 2001-03-21 | Paper |
Wong-zaksi approximations for reflecting stochastic differential equations
Stochastic Analysis and Applications | 2001-01-02 | Paper |
Penalization schemes for reflecting stochastic differential equations
Bernoulli | 1998-03-04 | Paper |
| scientific article; zbMATH DE number 1054301 (Why is no real title available?) | 1997-08-28 | Paper |
Yosida approximations for multivalued stochastic differential equations
Stochastics and Stochastic Reports | 1997-06-15 | Paper |
Approximations for stochastic differential equations with reflecting convex boundaries
Stochastic Processes and their Applications | 1996-07-31 | Paper |
Stratonovich–Taylor expansion and numerical methods<sup>∗</sup>
Stochastic Analysis and Applications | 1993-01-17 | Paper |
