| Publication | Date of Publication | Type |
|---|
Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball
Journal of Mathematical Analysis and Applications | 2022-11-28 | Paper |
On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
Journal of Complexity | 2022-11-23 | Paper |
Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations
| 2022-08-30 | Paper |
\(L^q\)-error estimates for approximation of irregular functionals of random vectors
IMA Journal of Numerical Analysis | 2022-01-27 | Paper |
Semi-implicit Euler--Maruyama scheme for polynomial diffusions on the unit ball
| 2021-04-07 | Paper |
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
On the Euler-Maruyama scheme for degenerate stochastic differential equations with non-sticky condition
Lecture Notes in Mathematics | 2020-10-20 | Paper |
Probability density function of SDEs with unbounded and path-dependent drift coefficient
Stochastic Processes and their Applications | 2020-09-02 | Paper |
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
The Annals of Applied Probability | 2020-08-17 | Paper |
Malliavin calculus for non-colliding particle systems
Stochastic Processes and their Applications | 2020-04-07 | Paper |
A generalized Avikainen's estimate and its applications
| 2020-01-15 | Paper |
Convergence implications via dual flow method
| 2019-10-14 | Paper |
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
BIT | 2019-09-18 | Paper |
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
Statistics \& Probability Letters | 2019-02-20 | Paper |
Probability density function of SDEs with unbounded and path--dependent drift coefficient
| 2018-11-17 | Paper |
On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients
Ima Journal Of Numerical Analysis | 2018-09-26 | Paper |
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
Statistics \& Probability Letters | 2017-10-06 | Paper |
Approximation for non-smooth functionals of stochastic differential equations with irregular drift
Journal of Mathematical Analysis and Applications | 2017-09-25 | Paper |
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
Stochastic Processes and their Applications | 2017-06-30 | Paper |
Stability problem for one-dimensional stochastic differential equations with discontinuous drift
Lecture Notes in Mathematics | 2017-06-22 | Paper |
The parametrix method for skew diffusions
Potential Analysis | 2016-09-06 | Paper |
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
Mathematics of Computation | 2016-03-23 | Paper |
Numerical schemes for radial Dunkl processes
| N/A | Paper |
