2 results
Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
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- Journal:
- ESAIM: Probability and Statistics / Volume 12 / 2008
- Published online by Cambridge University Press:
- 13 November 2007, pp. 1-11
- Print publication:
- 2008
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A symmetrized Euler scheme for an efficient approximation of reflected diffusions
- Part of
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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
- Print publication:
- September 2004
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- Article
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