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A splitting-step algorithm for reflected stochastic differential equations in R1+ Journal article
Deng Ding, Ying Ying Zhang. A splitting-step algorithm for reflected stochastic differential equations in R1+[J]. Computers and Mathematics with Applications, 2008, 55(11), 2413-2425.
Authors:  Deng Ding;  Ying Ying Zhang
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:2.9/2.6 | Submit date:2019/05/22
Euler Schemes  Matlab Programs  Milstein Schemes  Penalization Method  Reflected Stochastic Differential Equation  Splitting-step Algorithm