A Splitting-Step Algorithm for Reflected Stochastic Differential Equations in R<sup>1</sup><sub >+</sub>
Year of publication: |
2014
|
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Authors: | Ding, Deng |
Other Persons: | Zhang, Ying-Ying (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Computers & Mathematics with Applications, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 27, 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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