A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q442719 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ying-Ying Zhang / rank | |||
Normal rank | |||
Revision as of 20:31, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) |
scientific article |
Statements
A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (English)
0 references
11 September 2008
0 references
reflected stochastic differential equation
0 references
Euler schemes
0 references
Milstein schemes
0 references
splitting-step algorithm
0 references
penalization method
0 references
MATLAB programs
0 references
