Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (Q5293309)

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scientific article; zbMATH DE number 5169095
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Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients
scientific article; zbMATH DE number 5169095

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    Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (English)
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    29 June 2007
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    stochastic differential equation
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    reflecting boundary condition
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    Skorokhod problem
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