The following pages link to (Q5453897):
Displaying 5 items.
- The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- A novel approach to construct numerical methods for stochastic differential equations (Q2453472) (← links)
- (Q3099415) (← links)
- Stochastic partial functional differential equations with locally monotone coefficients, locally Lipschitz non-linearity and delay (Q4597842) (← links)