most citedApproximation and stability of solutions of SDEs driven by a symmetric α stable process with non-Lipschitz coefficients

5 citations · 5 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2016

Stability problems for Cantor stochastic differential equations

Hiroya Hashimoto, Takahiro Tsuchiya

We consider driftless stochastic differential equations and the diffusions starting from the positive half line. It is shown that the Feller test for explosions gives a necessary a…

math.PR2011★ 5 cited

Approximation and stability of solutions of SDEs driven by a symmetric α stable process with non-Lipschitz coefficients

Hiroya Hashimoto

Firstly, we investigate Euler-Maruyama approximation for solutions of stochastic differential equations (SDEs) driven by a symmetric α stable process under Komatsu condition for co…