Pages that link to "Item:Q5746998"

The following pages link to A new numerical scheme for a class of reflected stochastic differential equations (Q5746998):

Displaying 5 items.

• A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
• A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection (Q1282252) (← links)
• Projection scheme for stochastic differential equations with convex constraints. (Q1877506) (← links)
• Efficient schemes for the weak approximation of reflected diffusions (Q2724993) (← links)
• Numerical approaches to a stochastic logistic model with reflection (Q2814506) (← links)