"A Convergence result for the Euler-Maruyama method of one-dimensional ..."

Mohsine Benabdallah, Mohamed Bourza (2018)

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DOI: 10.1109/ICECOCS.2018.8610573

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Mohsine Benabdallah, Mohamed Bourza:
A Convergence result for the Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time of the unknown process at zero. ICECOCS 2018: 1-4

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