An approximation scheme for reflected stochastic differential equations (Q550161)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5918980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An approximation scheme for reflected stochastic differential equations |
scientific article; zbMATH DE number 5918980 |
Statements
An approximation scheme for reflected stochastic differential equations (English)
0 references
8 July 2011
0 references
Wong-Zakai approximation
0 references
reflected stochastic differential equation
0 references
0 references
0.8616219758987427
0 references
0.8340867757797241
0 references
0.8270463347434998
0 references
0.825278103351593
0 references
0.816819429397583
0 references
