Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients
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Publication:3184383
DOI10.4064/ba57-2-10zbMath1256.65005OpenAlexW2032960685MaRDI QIDQ3184383
Publication date: 14 October 2009
Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/ba57-2-10
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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