In this article we propose a numerical method for reflected backward stochastic differential equations (RBSDE). This method is based on the simple random walk, and the convergence is related to the Skorohod topology.

It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritical superprocesses. The ...

In this paper, we study the rate of convergence of a symmetrized version of the Milstein scheme applied to the solution of the one dimensional SDE X-t = x(0) + integral(t)(0) b(X-S) ds + integral(t)(0) sigma vertical ...

A wide variety of phenomena of engineering and scientific interest are of a continuous-time nature and can be modeled by stochastic differential equations (SDEs), which represent the evolution of the uncertainty in the ...

Over the last few years there has been a growing and renovated interest in the numerical study of Random Differential Equations (RDEs). On one hand it is motivated by the fact that RDEs have played an important role in the ...

The Stochastic Differential Equation models (SDEs) assume an important role in finances. The major part of these models try to help the investors with the risk management of the financial activities and they use SDEs for ...

The research: "Analysis of Key Management Mechanisms for Content Protection Protocol Voice over IP", was developed to obtain a reference guide consisted of eight phases. This study determined the level of performance ...