Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift

DOI10.1051/ps/2013053zbMath1315.65008arXiv1301.3019OpenAlexW2009082544MaRDI QIDQ5174375

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Publication date: 17 February 2015

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.3019

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