Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. - Mohsine Benabdallah; Youssfi Elkettani; Kamal Hiderah (Monte Carlo Methods Appl., 2016)

Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero. - Mohsine Benabdallah; Kamal Hiderah (Monte Carlo Methods Appl., 2018)

Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process. - Kamal Hiderah (Monte Carlo Methods Appl., 2020)

Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients. - Kamal Hiderah (Monte Carlo Methods Appl., 2022)

Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. - Faiz Bahaj; Kamal Hiderah (Monte Carlo Methods Appl., 2024)