Penalization methods for reflecting stochastic differential equations with jumps (Q4451272)
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scientific article; zbMATH DE number 2046406
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| English | Penalization methods for reflecting stochastic differential equations with jumps |
scientific article; zbMATH DE number 2046406 |
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Penalization methods for reflecting stochastic differential equations with jumps (English)
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23 February 2004
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reflecting stochastic differential equation
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penalization method
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Skorokhod problem
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stochastic differential equation
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0.933996856212616
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0.9080938696861268
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0.7883201241493225
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0.7831701040267944
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