6 citations · 8 across the 2 of their papers we have counts for
2 papers
math.NA2017★ 2 cited
The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process
Mohsine Benabdallah, Kamal Hiderah
In this paper, we consider the weak convergence of the Euler-Maruyama approximation for one dimensional stochastic differential equations involving the local times of the unknown p…
math.PR2011★ 6 cited
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
M. Benabdallah, S. Bouhadou, Y. Ouknine
We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uni…