Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797)
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scientific article; zbMATH DE number 6305412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Theta Method for a Reflected Stochastic Differential Equation |
scientific article; zbMATH DE number 6305412 |
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Stochastic Theta Method for a Reflected Stochastic Differential Equation (English)
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19 June 2014
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A-stable
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reflected stochastic differential equation
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Skorokhod problem
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stochastic theta method
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