Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (Q4910541)
From MaRDI portal
scientific article; zbMATH DE number 6146078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients |
scientific article; zbMATH DE number 6146078 |
Statements
Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (English)
0 references
18 March 2013
0 references
stochastic differential equation
0 references
reflecting boundary condition
0 references
Skorokhod problem
0 references
