An official Journal of the Institute of Mathematical Statistics.
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
Martin Hutzenthaler, et al. (2012)
Some remarks on first passage of Lévy processes, the American put and pasting principles
L. Alili, et al. (2005)
Stein's method and the zero bias transformation with application to simple random sampling
Larry Goldstein, et al. (1997)