scientific article; zbMATH DE number 1556367
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- scientific article; zbMATH DE number 1559277
- A new numerical scheme for a class of reflected stochastic differential equations
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- Stochastic differential equations with reflecting boundary conditions
- Statistical modelling of solutions of stochastic differential equations with reflection of trajectories from the boundary
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(13)- Digital modelling methods for stochastic differential equations when absorbing boundaries are present
- Approximations for stochastic differential equations with reflecting convex boundaries
- Absorbing boundaries and optimal stopping in a stochastic differential equation
- Mean reflected stochastic differential equations with two constraints
- Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface
- Statistical modelling of solutions of stochastic differential equations with reflection of trajectories from the boundary
- Numerical approaches to a stochastic logistic model with reflection
- Elliptic stochastic partial differential equations with two reflecting walls
- Numerical analysis of the stochastic moving boundary problem
- On Stochastic Differential Equations with Reflecting Barriers
- Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
- scientific article; zbMATH DE number 1559277 (Why is no real title available?)
- Some results on stochastic differential equations with reflecting boundary conditions
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