Jorge A. Leòn
- On the Distribution of Explosion Time of Stochastic Differential Equations
2013/05/13 by Jorge A. Leòn, Liliana Peralta Hernández, León, Jorge A. +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #60H10 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Primary 45R05 #Probability (math.PR) #Secondary 49K20 #Stochastic processes and financial applications #stochastic dynamics and bifurcation
- Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law
2023/07/13 by Jorge A. Leòn, León, Jorge, Yanghui Liu +3 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies