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12/13/2021
Limit distributions for the discretization error of stochastic Volterra equations
Our study aims to specify the asymptotic error distribution in the discr...
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06/04/2020
A New Discretization Scheme for One Dimensional Stochastic Differential Equations Using Time Change Method
We propose a new numerical method for one dimensional stochastic differe...
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03/19/2020
EM algorithm for stochastic hybrid systems
A stochastic hybrid system, also known as a switching diffusion, is a co...
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05/13/2019