"Numerical Approximation for Functionals of Reflecting Diffusion Processes."

Barbara Pacchiarotti, Cristina Costantini, Flavio Sartoretto (1998)

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DOI: 10.1137/S0036139995291040

access: closed

type: Journal Article

metadata version: 2020-05-20

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Barbara Pacchiarotti, Cristina Costantini, Flavio Sartoretto:
Numerical Approximation for Functionals of Reflecting Diffusion Processes. SIAM J. Appl. Math. 58(1): 73-102 (1998)

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