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20162022
most citedConvergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump

2 citations · 3 across the 2 of their papers we have counts for

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math.PR2022★ 1 cited

The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion

M. Tahmasebi

In this work, we will show the existence, uniqueness, and weak differentiability of the solution to semi-linear mean-field stochastic differential equations driven by fractional Br…