A strong order 1/2 method for SDEs with discontinuous drift and degenerate diffusion

Michaela Szölgyenyi

Publication: Contribution to conferenceConference poster

Original languageEnglish
Publication statusPublished - 2016

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101014 Numerical mathematics
  • 401117 Viticulture
  • 101024 Probability theory
  • 101007 Financial mathematics

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