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Q3407985 - MaRDI portal

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    Statements

    author
    Deng Ding
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    Ying-Ying Zhang
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    publication date
    24 February 2010
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    zbMATH Keywords
    reflected stochastic differential equations
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    numerical experiments
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    MATLAB programs
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    splitting-step algorithm
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    penalization method
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    convergence
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    Milstein-type schemes
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    Euler-type schemes
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    65L20
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    zbMATH DE Number
    5674697
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