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Ankirchner Stefan
Publications in Math-Net.Ru
A functional limit theorem for irregular SDEs
Ann. Inst. H. Poincaré Probab. Statist.
,
53
:3 (2017),
1438–1457
Numerical approximation of irregular SDEs via Skorokhod embeddings
J. Math. Anal. Appl.
,
440
:2 (2016),
692–715
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Steklov Math. Inst. of RAS
, 2024