A strong order $1/2$ method for multidimensional SDEs with...

A strong order $1/2$ method for multidimensional SDEs with discontinuous drift

Leobacher, Gunther, Szölgyenyi, Michaela
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Volume:
27
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/16-AAP1262
Date:
August, 2017
File:
PDF, 348 KB
english, 2017
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