193 citations · 476 across the 39 of their papers we have counts for
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math.PR2013★ 174 cited
Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients
Sotirios Sabanis
A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this a…
math.PR2013
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay under Local Lipschitz Condition
Chaman Kumar, Sotirios Sabanis
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients ha…
math.PR2013★ 193 cited
A note on tamed Euler approximations
Sotirios Sabanis
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lips…