Publié le : 1999-05-15
Classification:
60H10,
65C05,
65U05
@article{1200788450,
author = {Hausenblas, Erika},
title = {A numerical scheme using It\^o excursions for simulating local time resp. stochastic differential equations with reflection},
journal = {Osaka J. Math.},
volume = {36},
number = {1},
year = {1999},
pages = { 105-137},
language = {en},
url = {http://dml.mathdoc.fr/item/1200788450}
}
Hausenblas, Erika. A numerical scheme using Itô excursions for simulating local time resp. stochastic differential equations with reflection. Osaka J. Math., Tome 36 (1999) no. 1, pp. 105-137. http://gdmltest.u-ga.fr/item/1200788450/