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math.PR2025
Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model
Emmanuel Coffie
We study a delayed stochastic interest rate model with superlinearly growing coefficients and develop novel analytical tools to investigate the properties of both the true solution…
math.PR2025
On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise
Emmanuel Coffie, Olivier Menoukeu-Pamen, Frank Proske
In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further,…