Numerical methods for SDEs with drift discontinuous on a set of positive reach

zbMATH Open1542.60043MaRDI QIDQ6587769

Gunther Leobacher, Michaela Szölgyenyi

Publication date: 14 August 2024

Published in: Internationale Mathematische Nachrichten (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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