Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811): Difference between revisions
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| Property / cites work: A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients / rank | |||
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| Property / cites work: Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient / rank | |||
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| Property / cites work: The Euler scheme with irregular coefficients / rank | |||
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Latest revision as of 15:25, 11 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient |
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Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (English)
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18 January 2006
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