First order strong approximations of scalar SDEs defined in a domain


Neuenkirch, Andreas ; Szpruch, Lukasz


DOI: https://doi.org/10.1007/s00211-014-0606-4
URL: http://link.springer.com/article/10.1007%2Fs00211-...
Additional URL: http://arxiv.org/pdf/1209.0390.pdf
Document Type: Article
Year of publication: 2014
The title of a journal, publication series: Numerische Mathematik
Volume: 128
Issue number: 1
Page range: 103-136
Place of publication: Berlin [u.a.]
Publishing house: Springer
ISSN: 0029-599X , 0945-3245
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik II (Neuenkirch 2013-)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Neuenkirch, Andreas ; Szpruch, Lukasz (2014) First order strong approximations of scalar SDEs defined in a domain. Numerische Mathematik Berlin [u.a.] 128 1 103-136 [Article]


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