Author:
Ankirchner Stefan,Kruse Thomas,Löhr Wolfgang,Urusov Mikhail
Funder
Deutsche Forschungsgemeinschaft
Subject
Applied Mathematics,Analysis
Reference41 articles.
1. Stopping with expectation constraints: 3 points suffice;Ankirchner;Electron. J. Probab.,2019
2. S. Ankirchner, M. Klein, T. Kruse, M. Urusov, On a certain local martingale in a general diffusion setting, Preprint, hal-01700656, 2018.
3. Numerical approximation of irregular SDEs via Skorokhod embeddings;Ankirchner;J. Math. Anal. Appl.,2016
4. A functional limit theorem for irregular SDEs;Ankirchner;Ann. Inst. Henri Poincaré Probab. Stat.,2017
5. A functional limit theorem for coin tossing Markov chains;Ankirchner;Ann. Inst. Henri Poincaré Probab. Stat.,2020
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