Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (Q5293309)
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scientific article; zbMATH DE number 5169095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients |
scientific article; zbMATH DE number 5169095 |
Statements
Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (English)
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29 June 2007
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stochastic differential equation
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reflecting boundary condition
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Skorokhod problem
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