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A strong order $1/2$ method for multidimensional SDEs with discontinuous drift
Leobacher, Gunther, Szölgyenyi, MichaelaVolume:
27
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/16-AAP1262
Date:
August, 2017
File:
PDF, 348 KB
english, 2017