M. Benabdallah

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process
Stochastic Models
2021-06-28Paper
Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary
Stochastic Analysis and Applications
2019-10-29Paper
Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
Monte Carlo Methods and Applications
2019-01-30Paper
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
Springer Proceedings in Mathematics & Statistics
2018-11-30Paper
The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process
 
2017-01-02Paper
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process
Monte Carlo Methods and Applications
2016-12-07Paper
Balayage formula, local time and applications in stochastic differential equations
Bulletin des Sciences Mathématiques
2013-12-19Paper
On semimartingale local time inequalities and applications in SDE's
 
2011-08-19Paper
scientific article; zbMATH DE number 4186793 (Why is no real title available?)
 
1989-01-01Paper


Research outcomes over time


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