Stochastic Analysis and Applications

Expansion of the global error for numerical schemes solving stochastic differential equations

Denis Talay, Luciano Tubaro · 1990 · 573 citations · Full text

Engineering, Mathematics, Probability Theory +16

On the minimal martingale measure and the möllmer-schweizer decomposition

Martin Schweizer · 1995 · 331 citations

Natural Sciences, Mathematics, Optimization +9

Adaptive Multilevel Splitting for Rare Event Analysis

Frédéric Cérou, Arnaud Guyader · 2007 · 264 citations · Full text

Natural Sciences, Mathematics, Systems Engineering +16

Exponential stability and instability of stochastic neural networks¹

Xuerong Mao · 1996 · 211 citations

Engineering, Computer Science, Mathematics +17

Adapted solution of a backward semilinear stochastic evolution equation

Ying Hu, Shigē Péng · 1991 · 198 citations

Engineering, Mathematics, Dynamical Systems +16