Numerical approximation of irregular SDEs via Skorokhod embeddings

作者:Ankirchner Stefan; Kruse Thomas; Urusov Mikhail
来源:Journal of Mathematical Analysis and Applications, 2016, 440(2): 692-715.
DOI:10.1016/j.jmaa.2016.03.055
  • 出版日期2016-8-15