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Stochastic Theta Method for a Reflected Stochastic Differential Equation - MaRDI portal

Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797)

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scientific article; zbMATH DE number 6305412
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Stochastic Theta Method for a Reflected Stochastic Differential Equation
scientific article; zbMATH DE number 6305412

    Statements

    title
    Stochastic Theta Method for a Reflected Stochastic Differential Equation (English)
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    author
    HaiSen Zhang
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    publication date
    19 June 2014
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    zbMATH Keywords
    A-stable
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    reflected stochastic differential equation
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    Skorokhod problem
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    stochastic theta method
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    cites work
    Q3954601
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    Identifiers

    zbMATH DE Number
    6305412
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    Wikidata QID
    Q115303573
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    OpenAlex ID
    W1963944549
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