Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference11 articles.
1. Strong solutions of stochastic differential equations with boundary conditions;Chitashvili;Stochastics,1981
2. Numerical Solution of Stochastic Differential Equations;Kloeden,1992
3. Un schéma d'Euler pour équations différentielles stochastiques réfléchies;Lépingle;C.R.A.S. Paris,1993
4. Y. Liu, Numerical approaches to reflected diffusion processes, to appear.
Cited by
71 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献