RUS  ENG
Full version
PEOPLE

Kruse Thomas

Publications in Math-Net.Ru

  1. A functional limit theorem for irregular SDEs

    Ann. Inst. H. Poincaré Probab. Statist., 53:3 (2017),  1438–1457
  2. Numerical approximation of irregular SDEs via Skorokhod embeddings

    J. Math. Anal. Appl., 440:2 (2016),  692–715


© Steklov Math. Inst. of RAS, 2024