A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922)
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scientific article; zbMATH DE number 7944957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework to simulate diffusions with discontinuous coefficients and local times |
scientific article; zbMATH DE number 7944957 |
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A general framework to simulate diffusions with discontinuous coefficients and local times (English)
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14 November 2024
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diffusion
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discontinuous coefficient
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local time
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CTMC approximation
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