Pages that link to "Item:Q1897664"
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The following pages link to Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664):
Displaying 9 items.
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- On stability and existence of solutions of SDEs with reflection at the boundary (Q1275931) (← links)
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545) (← links)
- Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
- Approximations for stochastic differential equations with reflecting convex boundaries (Q1904549) (← links)
- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces (Q2447733) (← links)
- On the -distance between semimartingales reflecting in different domains> (Q2706907) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
