We study the strong approximation of a backward SDE with finite stopping time horizon, namely the first exit time of a forward SDE from a cylindrical domain. We use the Euler scheme approach of ...

Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...

Statistical models and approximations occupy a central role in modern polymer physics by providing a rigorous framework for analysing the complex behaviours of polymers. Fundamental approaches, such ...