scientific article; zbMATH DE number 5034021

MaRDI QIDQ5473071zbMATH OpenFDO

Authors Shuya Kanagawa, Yasumasa Saisho, H. Uesu

Publication date 19 June 2006

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30)

Cited in

(1)

• A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\)

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