Euler schemes and half-space approximation for the simulation of diffusion in a domain

Author: Gobet Emmanuel  

Publisher: Edp Sciences

E-ISSN: 1262-3318|5|issue|261-297

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.5, Iss.issue, 2010-03, pp. : 261-297

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Abstract