Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664)
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scientific article; zbMATH DE number 792982
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| English | Some remarks on approximation of solutions of SDE's with reflecting boundary conditions |
scientific article; zbMATH DE number 792982 |
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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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0.9120491743087769
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0.9095028042793274
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0.8853697180747986
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0.8831180930137634
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0.866447389125824
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