"A splitting-step algorithm for reflected stochastic differential equations ..."

Deng Ding, Ying Ying Zhang (2008)

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DOI: 10.1016/J.CAMWA.2007.08.043

access: open

type: Journal Article

metadata version: 2021-02-11

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Deng Ding, Ying Ying Zhang:
A splitting-step algorithm for reflected stochastic differential equations in R₊¹. Comput. Math. Appl. 55(11): 2413-2425 (2008)

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