Author:
Halidias Nikolaos,Ren Yong
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference5 articles.
1. A note on strong solutions for stochastic differential equations with discontinuous drift coefficient;Halidias;J. Appl. Math. Stoch. Anal.,2006
2. A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient;Halidias;BIT,2008
3. Mao, X., 1997. Stochastic Differential Equations and Applications. In: Horwood Series in Mathematics and Applications, Chichester
4. Remarks on the existence and uniqueness of the solutions of stochastic functional differential equations with infinite delay;Ren;J. Comput. Appl. Math.,2007
5. A Stochastic delay financial model;Stoica;Proc. Amer. Math. Soc.,2004
Cited by
6 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