Numerical analysis of stochastic differential equations with explosions

  1. Dávila, J.
  2. Bonder, J.F.
  3. Rossi, J.D.
  4. Groisman, P.
  5. Sued, M.
Revue:
Stochastic Analysis and Applications

ISSN: 0736-2994

Année de publication: 2005

Volumen: 23

Número: 4

Pages: 809-825

Type: Article

DOI: 10.1081/SAP-200064484 GOOGLE SCHOLAR