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Open Access research that better understands changing marine ecologies...

Strathprints makes available scholarly Open Access content by researchers in the Department of Mathematics & Statistics.

Mathematics & Statistics hosts the Marine Population Modelling group which is engaged in research into topics surrounding marine resource modelling and ecology. Recent work has included important developments in the population modelling of marine species.

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Number of items: 5.

Article

Coffie, Emmanuel and Mao, Xuerong and Proske, Frank (2024) On the analysis of Ait-Sahalia-type model for rough volatility modelling. Journal of Theoretical Probability, 37 (1). pp. 744-767. ISSN 0894-9840

Coffie, Emmanuel and Mao, Xuerong (2021) Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay. Journal of Computational and Applied Mathematics, 383. 113137. ISSN 0377-0427

Amine, Oussama and Coffie, Emmanuel and Harang, Fabian and Proske, Frank (2020) A Bismut–Elworthy–Li formula for singular SDEs driven by a fractional Brownian motion and applications to rough volatility modeling. Communications in Mathematical Sciences, 18 (7). pp. 1863-1890. ISSN 1539-6746

Monograph

Coffie, Emmanuel (2021) Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations. Preprint / Working Paper. arXiv.org, Ithaca, N.Y..

Coffie, Emmanuel and Duedahl, Sindre and Proske, Frank (2021) Thiele's differential equation based on Markov jump processes with non-countable state space. Preprint / Working Paper. arXiv.org, Ithaca, N.Y..

This list was generated on Sat Dec 21 07:38:40 2024 GMT.