Euler scheme for reflected stochastic differential equations (Q1897665)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler scheme for reflected stochastic differential equations |
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Euler scheme for reflected stochastic differential equations (English)
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31 October 1995
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reflected stochastic differential equations
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rate of convergence
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Euler- Maruyama scheme
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