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Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations.

Liao, Xiao Xin;  Mao, Xuerong — 1996

Electronic Journal of Probability [electronic only]

Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching.

Mao, Xuerong;  Truman, Aubrey;  Yuan, Chenggui — 2006

Journal of Applied Mathematics and Stochastic Analysis

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Languages

  • 2 en

Document types

  • 2 Article

Journals

  • 1 Electronic Journal of Probability [electronic only]
  • 1 Journal of Applied Mathematics and Stochastic Analysis

Years

  • 1 2006
  • 1 1996

Authors

  • 2 Mao, X
  • 1 Liao, XX
  • 1 Truman, A
  • 1 Yuan, C
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