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- W3122059568 abstract "We propose a new numerical scheme for a class of one-dimensional reflected stochastic differential equations (SDEs) by virtue of their explicit solutions, which enables us to carry out the simulation of this class of reflected SDEs by simulating some related SDEs without reflections. The new scheme yields the same order of convergence as the scheme for SDEs without reflections." @default.
- W3122059568 created "2021-02-01" @default.
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- W3122059568 date "2013-01-01" @default.
- W3122059568 modified "2023-09-25" @default.
- W3122059568 title "A new numerical scheme for a class of reflected stochastic differential equations" @default.
- W3122059568 doi "https://doi.org/10.1515/mcma-2013-0011" @default.
- W3122059568 hasPublicationYear "2013" @default.
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