Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation

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Publication:4504226

DOI10.1515/MCMA.2000.6.2.105zbMATH Open0963.65005OpenAlexW2140314481MaRDI QIDQ4504226

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Publication date: 19 June 2001

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2000.6.2.105



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