Adaptive weak approximation of reflected and stopped diffusions (Q3564644)

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Adaptive weak approximation of reflected and stopped diffusions
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    Adaptive weak approximation of reflected and stopped diffusions (English)
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    26 May 2010
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    weak approximation
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    Euler scheme
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    Neumann boundary condition
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    reflected diffusion
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    stopped diffusion
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    adaptive algorithm
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    numerical examples
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