Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782)
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scientific article; zbMATH DE number 2119518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler's approximations of solutions of SDEs with reflecting boundary. |
scientific article; zbMATH DE number 2119518 |
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Euler's approximations of solutions of SDEs with reflecting boundary. (English)
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26 November 2004
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stochastic differential equation
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reflecting boundary condition
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projection scheme
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penalization scheme
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Skorokhod problem
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