Numerical methods for SDEs with drift discontinuous on a set of positive reach

Gunther Leobacher, Michaela Szölgyenyi

Publication: Scientific journal › Journal article › Research output without info reviewable/not-reviewable

Original languageEnglish
Pages (from-to)1 - 16
JournalInternationale Mathematische Nachrichten
Volume235
Publication statusPublished - 2017

Austrian Classification of Fields of Science and Technology (ÖFOS)

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

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