Penalization schemes for re¯ecting stochastic differential equations

Bernoulli

Volumn 3, Issue 4, 1997, Pages 403-414

  Pettersson, Roger ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

penalization schemes; reflections; stochastic differential equations

Indexed keywords

EID: 0041568068     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318456     Document Type: Article

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