Taye Samuel Faniran
2015
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Taye Samuel Faniran trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Taye Samuel Faniran overall
- Lawrence M. Murray
- Stefano Peluchetti
- Chenxu Li
- Edward J. Allen
- Peng-Weng Chen
- Peter J. Green
- Vadim Popov
- M. Giles
- Charles-Edouard Br'ehier
- Xuerong Mao
Papers from Taye Samuel Faniran's perspective
Ordered by how strongly the researchers Taye Samuel Faniran trusts endorse each paper. Same corpus, a different order for every researcher.
- Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
- Financial Modelling with Jump Processes
- Multilevel Monte Carlo Path Simulation (Operational Research)
- Monte Carlo Methods in Financial Engineering
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
- Brownian Motion and Stochastic Calculus
- Characterization of complex networks: A survey of measurements
- Stochastic differential equations
- AND T
Their papers
- Numerical Solution of Stochastic Differential Equations (2015) — 2,840 citations