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 |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.92012525
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0.9182943
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0.91704667
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0.9161571
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0.9104719
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0.90898967
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0.90700597
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0.9065998
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