"Approximation of Euler-Maruyama for one-dimensional stochastic ..."

Mohsine Benabdallah, Youssfi Elkettani, Kamal Hiderah (2016)

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DOI: 10.1515/MCMA-2016-0115

access: closed

type: Journal Article

metadata version: 2022-10-02

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Mohsine Benabdallah, Youssfi Elkettani, Kamal Hiderah:
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. Monte Carlo Methods Appl. 22(4): 307-322 (2016)

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