[IEEE 2014 American Control Conference - ACC 2014 - Portland, OR, USA (2014.6.4-2014.6.6)] 2014 American Control Conference - A convergence result for the Euler-Maruyama method for a simple stochastic differential equation with discontinuous drift
Simonsen, Maria, Schioler, Henrik, Leth, John, Cornean, HoriaYear:
2014
Language:
english
DOI:
10.1109/acc.2014.6859208
File:
PDF, 241 KB
english, 2014