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 ...

Fuzzy differential equations (FDEs) extend classical differential equations by incorporating uncertainty through fuzzy numbers. This mathematical framework is particularly valuable for modelling ...