We propose three strong schemes for a class of reflected diffusion processes on different domains and show their rates of covergence.
Incoherent reflection processes: a discrete approach
β Scribed by M.C.J Large; D.R McKenzie; M.I Large
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 717 KB
- Volume
- 128
- Category
- Article
- ISSN
- 0030-4018
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