80 citations · 327 across the 17 of their papers we have counts for
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math.PR2013★ 5 cited
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term
Mihály Kovács, Jacques Printems
In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an add…
math.PR2013★ 32 cited
Reflected Spectrally Negative Stable Processes and their Governing Equations
Boris Baeumer, Mihály Kovács, Mark M. Meerschaert +2
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward e…