A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary
Research output: Contribution to journal › Article › Research › peer-review
Standard
A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary. / Hausenblas, E.
In: Monte Carlo Methods and Applications, 2000.
In: Monte Carlo Methods and Applications, 2000.
Research output: Contribution to journal › Article › Research › peer-review
Harvard
Hausenblas, E 2000, 'A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary', Monte Carlo Methods and Applications.
APA
Hausenblas, E. (2000). A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary. Monte Carlo Methods and Applications.
Vancouver
Hausenblas E. A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary. Monte Carlo Methods and Applications. 2000.
Author
Bibtex - Download
@article{976ae5b2fc2a451b93a9b0dce5ef7dc6,
title = "A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary",
author = "E. Hausenblas",
year = "2000",
language = "Undefined/Unknown",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - A numerical scheine using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary
AU - Hausenblas, E.
PY - 2000
Y1 - 2000
UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-77951921851&partnerID=MN8TOARS
M3 - Article
JO - Monte Carlo Methods and Applications
JF - Monte Carlo Methods and Applications
SN - 1569-3961
ER -
