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20132022
most citedWeak Differentiability of Solutions to SDEs With Semi-Monotone Drifts

3 citations · 7 across the 6 of their papers we have counts for

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math.NA2018

Multilevel Path Simulation to Jump-Diffusion Process with Superlinear Drift

Azadeh Ghasemifard, Mahdieh Tahmasebi

In this work, we will show strong convergence of the Multilevel Monte-Carlo (MLMC) algorithm with split-step backward Euler (SSBE) and backward (drift-implicit) Euler (BE) schemes…