"Strong Approximation of Reflecting Brownian Motion Using Penalty Method ..."

S. Kanagawa, Y. Saisho (2000)

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DOI: 10.1515/MCMA.2000.6.2.105

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type: Journal Article

metadata version: 2020-07-03

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S. Kanagawa, Y. Saisho:
Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation. Monte Carlo Methods Appl. 6(2): 105-114 (2000)

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