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On the transition densities for reflected diffusions
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 435-460
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- June 2005
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A symmetrized Euler scheme for an efficient approximation of reflected diffusions
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 877-889
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- September 2004
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Euler schemes and half-space approximation for the simulation of diffusion in a domain
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- ESAIM: Probability and Statistics / Volume 5 / 2001
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- 15 August 2002, pp. 261-297
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- 2001
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