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20132021
most citedConvergence rates of the Semi-Discrete method for stochastic differential equations

3 citations · 3 across the 8 of their papers we have counts for

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math.NA2013

On the numerical solution of some nonlinear stochastic differential equations using the semi-discrete method

Nikolaos Halidias, Ioannis S. Stamatiou

In this paper we are interested in the numerical solution of stochastic differential equations with non negative solutions. Our goal is to construct explicit numerical schemes that…