A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection
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A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection. / Hausenblas, E.
In: Osaka journal of mathematics, 1999.
In: Osaka journal of mathematics, 1999.
Research output: Contribution to journal › Article › Research › peer-review
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@article{f854f313d46e4681a918b0f745b6ad35,
title = "A numerical scheme using It{\^o} excursions for simulating local time resp. Stochastic differential equations with reflection",
author = "E. Hausenblas",
year = "1999",
language = "Undefined/Unknown",
journal = "Osaka journal of mathematics",
issn = "0030-6126",
publisher = "Osaka University",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection
AU - Hausenblas, E.
PY - 1999
Y1 - 1999
UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-0039521471&partnerID=MN8TOARS
M3 - Article
JO - Osaka journal of mathematics
JF - Osaka journal of mathematics
SN - 0030-6126
ER -
