Euler's approximations of solutions of SDEs with reflecting boundary

Stochastic Processes and their Applications

Volumn 94, Issue 2, 2001, Pages 317-337

  Slomiński, Leszek ^a  

^a NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

Penalization scheme; Projection scheme; Reflecting boundary condition; Skorokhod problem; Stochastic differential equation

Indexed keywords

EID: 18044404434     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00087-4     Document Type: Article

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