A new numerical scheme for a class of reflected stochastic differential equations (Q5746998)
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scientific article; zbMATH DE number 6256884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new numerical scheme for a class of reflected stochastic differential equations |
scientific article; zbMATH DE number 6256884 |
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A new numerical scheme for a class of reflected stochastic differential equations (English)
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11 February 2014
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stochastic differential equations
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reflecting boundary
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Ornstein-Uhlenbeck processes
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Brownian motion
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