$\varepsilon$-Strong simulation for multidimensional stochastic differential equations via rough path analysis-Reference-Cited by-同舟云学术

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$\varepsilon$-Strong simulation for multidimensional stochastic differential equations via rough path analysis

Published:2017-02-01 Issue:1 Volume:27 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Blanchet Jose,Chen Xinyun,Dong Jing

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aoap/1488790829

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Strong approximation of some particular one-dimensional diffusions;Discrete and Continuous Dynamical Systems - B;2023

2. Some open problems in exact simulation of stochastic differential equations;Queueing Systems;2022-04

3. Exact Sampling for the Maximum of Infinite Memory Gaussian Processes;Advances in Modeling and Simulation;2022

4. Unbiased Simulation of Rare Events in Continuous Time;Methodology and Computing in Applied Probability;2021-11-02

5. ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations;Mathematics of Operations Research;2021-02-03

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