3 citations · 5 across the 2 of their papers we have counts for
2 papers
math.NA2022★ 3 cited
Iterative weak approximation and hard bounds for switching diffusion
Qinjing Qiu, Reiichiro Kawai
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of…
math.PR2021★ 2 cited
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes
Qinjing Qiu, Reiichiro Kawai
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-sta…