A strong order 1.5 boundary preserving discretization scheme for scalar SDEs defined in a domain

Liu, Ruishu ; Neuenkirch, Andreas ; Wang, Xiaojie

DOI:	https://doi.org/10.1090/mcom/4014
URL:	https://www.ams.org/journals/mcom/2025-94-354/S002...
Document Type:	Article
Year of publication:	2025
The title of a journal, publication series:	Mathematics of Computation
Volume:	94
Issue number:	354
Page range:	1815-1862
Place of publication:	Providence, RI
Publishing house:	American Mathematical Soc.
ISSN:	0025-5718 , 1088-6842
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics 004 Computer science, internet

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Liu, Ruishu ; Neuenkirch, Andreas ; Wang, Xiaojie

Google Scholar: Liu, Ruishu ; Neuenkirch, Andreas ; Wang, Xiaojie

ORCID: Liu, Ruishu ; Neuenkirch, Andreas

; Wang, Xiaojie

Hits per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item