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20122026
most citedStrong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators

18 citations · 23 across the 9 of their papers we have counts for

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math.PR2019

Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients

Sixian Jin, Kei Kobayashi

The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the rand…