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20132023
most citedOptimal Strong Convergence Rate of a Backward Euler Type Scheme for the Cox--Ingersoll--Ross Model Driven by Fractional Brownian Motion

37 citations · 44 across the 4 of their papers we have counts for

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math.NA2013★ 3 cited

Numerical Solution of Stochastic Partial Differential Equations with Correlated Noise

Dirk Blömker, Minoo Kamrani

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored…