Chong Zhang

most citedPolynomial and exponential stability of

θ

-EM approximations to a class of stochastic differential equations

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2014

The explicit solution and precise distribution of CKLS model under Girsanov transform

Guangqiang Lan, Yunjiao Hu, Chong Zhang

We study the relation between CKLS model and CIR model. We prove that under a suitable transformation, any CKLS model of order $\frac{1}{2} < γ < 1$ or $γ > 1$ corresponds to a CIR mode…

math.NA2014★ 1 cited

Polynomial and exponential stability of $θ$ -EM approximations to a class of stochastic differential equations

Yunjiao Hu, Guangqiang Lan, Chong Zhang

Both the mean square polynomial stability and exponential stability of $θ$ Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each…

The explicit solution and precise distribution of CKLS model under Girsanov transform

Polynomial and exponential stability of θ-EM approximations to a class of stochastic differential equations

Polynomial and exponential stability of $θ$ -EM approximations to a class of stochastic differential equations