Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (Q4910541)
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scientific article; zbMATH DE number 6146078
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| English | Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients |
scientific article; zbMATH DE number 6146078 |
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Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (English)
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18 March 2013
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stochastic differential equation
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reflecting boundary condition
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Skorokhod problem
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0.9813086
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0.94256866
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0.9337427
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0.9302527
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0.91854596
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0.91283494
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0.9109571
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0.9082455
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