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20192025
most citedConsistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty

8 citations · 10 across the 4 of their papers we have counts for

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math.NA2024

Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients

Shounian Deng, Chen Fei, Weiyin Fei +1

In this paper, we propose two variants of the positivity-preserving schemes, namely the truncated Euler-Maruyama (EM) method and the truncated Milstein scheme, applied to stochasti…