A numerical method for SDEs with discontinuous drift

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

@article{8bf66a61478444c9b530395c8982c3de,

title = "A numerical method for SDEs with discontinuous drift",

author = "Gunther Leobacher and Michaela Sz{\"o}lgyenyi",

year = "2016",

doi = "10.1007/s10543-015-0549-x",

language = "English",

volume = "56",

pages = "151 -- 162",

journal = "BIT. Numerical Mathematics",

issn = "1572-9125",

publisher = "Springer Netherlands",

number = "1",

}