On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.
Étoré, Pierre
Electronic Communications in Probability [electronic only], Tome 11 (2006), p. 249-275 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:127427 
@article{05070628,
     title = {On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {11},
     year = {2006},
     pages = {249-275},
     zbl = {1112.60061},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070628}
}

Étoré, Pierre. On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.. Electronic Communications in Probability [electronic only], Tome 11 (2006) pp. 249-275. http://gdmltest.u-ga.fr/item/05070628/