Communications in Mathematical Sciences

Volume 9 (2011)

Number 4


The weak convergence analysis of tau-leaping methods: revisited

Yucheng Hu, Tiejun Li, and Bin Min

pp. 965-996

On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities

Nathaniel S. Barlow, Dervis Bayazit, Rana D. Parshad, and Ramchandra Prasad V.

pp. 1033-1050

A structure-preserving numerical discretization of reversible diffusions

Carsten Hartmann, Juan C. Latorre, Philipp Metzner, and Christof Schütte

pp. 1051-1072