2 results
A symmetrized Euler scheme for an efficient approximation of reflected diffusions
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 877-889
- Print publication:
- September 2004
-
- Article
- Export citation
Euler schemes and half-space approximation for the simulation of diffusion in a domain
-
- Journal:
- ESAIM: Probability and Statistics / Volume 5 / 2001
- Published online by Cambridge University Press:
- 15 August 2002, pp. 261-297
- Print publication:
- 2001
-
- Article
- Export citation