scientific article; zbMATH DE number 1850754

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zbMath1020.60055MaRDI QIDQ4787898

Krzysztof Czarkowski, Leszek Slominski

Publication date: 2 June 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Skorokhod problem projection scheme oblique reflection discrete penalization scheme Euler-Peano scheme stochastic differential equations driven by semimartingales

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

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