Solving nonlinear stochastic differential equations via fourth-degree hat functions
Article in Results in Control and Optimization (September 2023)
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Numerical Stabilities of Vasicek and Geometric Brownian Motion Models
Article in European Journal of Mathematical Analysis (January 2023)
It\^{o}--Föllmer Calculus in Banach Spaces I: The It\^{o} Formula
Preprint in arXiv (April 2021)