Kamal Hiderah

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 5

Top Topics

Brownian Motion

Stochastic Differential Equations

Approximate Solutions

Top Venues

Monte Carlo Methods Appl.

Publications

Faiz Bahaj, Kamal Hiderah
Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. Monte Carlo Methods Appl. 30 (1) (2024)
Kamal Hiderah
Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients. Monte Carlo Methods Appl. 28 (2) (2022)
Kamal Hiderah
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process. Monte Carlo Methods Appl. 26 (1) (2020)
Mohsine Benabdallah, Kamal Hiderah
Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero. Monte Carlo Methods Appl. 24 (4) (2018)
Mohsine Benabdallah, Youssfi Elkettani, Kamal Hiderah
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. Monte Carlo Methods Appl. 22 (4) (2016)