Numerical approximation of random periodic solutions of stochastic differential equations
(2017)
Journal Article
Feng, C., Liu, Y., & Zhao, H. (2017). Numerical approximation of random periodic solutions of stochastic differential equations. Zeitschrift für angewandte Mathematik und Physik, 68(5), https://doi.org/10.1007/s00033-017-0868-7
Outputs (2)
Rough path properties for local time of symmetric α stable process (2017)
Journal Article
Wang, Q., & Zhao, H. (2017). Rough path properties for local time of symmetric α stable process. Stochastic Processes and their Applications, 127(11), 3596-3642. https://doi.org/10.1016/j.spa.2017.03.006