21 citations · 25 across the 3 of their papers we have counts for
4 papers
On the Rate of Convergence of Weak Euler Approximation for Nondegenerate SDEs Driven by Levy Processes
R. Mikulevicius, C. Zhang
The paper studies the rate of convergence of the weak Euler approximation for solutions to SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the…
On the rate of convergence of weak Euler approximation for non-degenerate SDEs
R. Mikulevicius, C. Zhang
The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures.…
On the Rate of Convergence of Weak Euler Approximation for Nondegenerate Itô Diffusion and Jump Processes
Remigijus Mikulevičius, Changyong Zhang
The paper studies the rate of convergence of the weak Euler approximation for Itô diffusion and jump processes with Hölder-continuous generators. It covers a number of stochastic p…
A Novel Mathematical Model for the Unique Shortest Path Routing Problem
Changyong Zhang
Link weights are the principal parameters of shortest path routing protocols, the most commonly used protocols for IP networks. The problem of optimally setting link weights for un…