Numerical methods for SDEs with drift discontinuous on a set of positive reach

MaRDI QIDQ6587769zbMATH OpenFDO

Authors Gunther Leobacher, Michaela Szölgyenyi

Publication date 14 August 2024

Published in Internationale Mathematische Nachrichten (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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