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Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process

✍ Scribed by Étoré, Pierre; Martinez, Miguel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

[Lecture Notes in Mathematics] Stochasti

✍ Truman, Aubrey; Williams, David 📂 Article 📅 1984 🏛 Springer Berlin Heidelberg ⚖ 778 KB

On the quasi-everywhere existence of the

✍ T. S. Zhang 📂 Article 📅 1996 🏛 Springer Netherlands 🌐 English ⚖ 302 KB

On the stability of one-dimensional stat

✍ A.G. Kulikovskii; F.A. Slobodkina 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 389 KB

On numerical isolation of the solutions

✍ N.B. Konyukhova 📂 Article 📅 1970 🏛 Elsevier Science ⚖ 865 KB