A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection

Research output: Contribution to journal › Article › Research › peer-review

Original language	Undefined/Unknown
Journal	Osaka journal of mathematics
Publication status	Published - 1999

Cite this

@article{f854f313d46e4681a918b0f745b6ad35,

title = "A numerical scheme using It{\^o} excursions for simulating local time resp. Stochastic differential equations with reflection",

author = "E. Hausenblas",

year = "1999",

language = "Undefined/Unknown",

journal = "Osaka journal of mathematics",

issn = "0030-6126",

publisher = "Osaka University",

}