A note on the Euler–Maruyama scheme for 1-dimensional stochastic differential equations involving the local time of the unknown process.
| Autor: | Bourza, Mohamed1 (AUTHOR) mohamed.bourza@uit.ac.ma, Benabdallah, Mohsine1 (AUTHOR) benabdallah.mohsine@uit.ac.ma |
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| Zdroj: | Journal of Interdisciplinary Mathematics. Dec 2021, Vol. 24 Issue 8, p2215-2235. 21p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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