70 citations · 274 across the 23 of their papers we have counts for
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math.PR2012
A note on Euler approximations for stochastic differential equations with delay
Istvan Gyöngy, Sotirios Sabanis
An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved u…
math.PR2012★ 13 cited
A comparison principle for stochastic integro-differential equations
Konstantinos Dareiotis, Istvan Gyongy
A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for th…
math.PR2012
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
I. Gyöngy, P. R. Stinga
In this paper we show that the rate of convergence of Wong-Zakai approximations for stochastic partial differential equations driven by Wiener processes is essentially the same as…