Mohsine Benabdallah

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 3

Top Topics

Stochastic Differential Equations

Multiresolution

Brownian Motion

Top Venues

Monte Carlo Methods Appl.

Publications

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, Mohamed Bourza
A Convergence result for the Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time of the unknown process at zero. ICECOCS (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)