Approximation of Euler–Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process
Benabdallah, Mohsine, Elkettani, Youssef, Hiderah, KamalLanguage:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma-2016-0115
Date:
January, 2016
File:
PDF, 704 KB
english, 2016