Euler's approximations of solutions of SDEs with reflecting boundary.
type: Item
instance of: scholarly article
title: Euler's approximations of solutions of SDEs with reflecting boundary.
zbMATH Open document ID: 1053.60062
DOI: 10.1016/S0304-4149(01)00087-4
published in: Stochastic Processes and their Applications
publication date: 2004-11-26T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 2119518
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: reflecting boundary condition
zbMATH Keywords: projection scheme
zbMATH Keywords: penalization scheme
zbMATH Keywords: Skorokhod problem
author: Leszek Slominski
MaRDI profile type: Publication
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Wikidata QID: Q126863999
full work available at URL: s0304-4149(01)00087-4
OpenAlex ID: W2061805209
description: scientific article; zbMATH DE number 2119518