Kamal Hiderah

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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
Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
Monte Carlo Methods and Applications
2024-03-04Paper
The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero
Random Operators and Stochastic Equations
2023-07-07Paper
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
Stochastic Analysis and Applications
2023-05-15Paper
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
Stochastic Analysis and Applications
2023-03-09Paper
Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
Monte Carlo Methods and Applications
2022-06-03Paper
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
Monte Carlo Methods and Applications
2020-04-07Paper
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
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


Research outcomes over time


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