Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some remarks on approximation of solutions of SDE's with reflecting boundary conditions |
scientific article |
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Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (English)
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6 November 1995
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Euler scheme for stochastic differential equations
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reflection at the boundary
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