21 citations · 40 across the 17 of their papers we have counts for
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math.PR2016
On explicit solutions to Ito diffusions
Michael A. Kouritzin, Bruno Remillard
Strong solutions of p-dimensional stochastic differential equations that can be represented locally in explicit simulation form are considered. The following three-way equivalence…
math.PR2016
Laws of Large Numbers for Supercritical Branching Gaussian Processes
Michael A. Kouritzin, Khoa Lê, Deniz Sezer
A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers…