"A strong order 1.5 boundary preserving discretization scheme for scalar ..."

Ruishu Liu, Andreas Neuenkirch, Xiaojie Wang (2024)

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DOI: 10.1090/MCOM/4014

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type: Journal Article

metadata version: 2025-07-04

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Ruishu Liu, Andreas Neuenkirch, Xiaojie Wang:
A strong order 1.5 boundary preserving discretization scheme for scalar SDEs defined in a domain. Math. Comput. 94(354): 1815-1862 (2024)

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