Author:
Ankirchner Stefan,Kruse Thomas,Urusov Mikhail
Funder
German Research Foundation
Subject
Applied Mathematics,Analysis
Reference39 articles.
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2. Stopping with expectation constraints: 3 points suffice;Ankirchner;Electron. J. Probab.,2019
3. S. Ankirchner, M. Klein, T. Kruse, M. Urusov, on a certain local martingale in a general diffusion setting, Preprint, hal-01700656, 2018.
4. Numerical approximation of irregular SDEs via Skorokhod embeddings;Ankirchner;J. Math. Anal. Appl.,2016
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