Leobacher, Gunther and Szölgyenyi, Michaela. 2016. A numerical method for SDEs with discontinuous drift. BIT. Numerical Mathematics 56 (1), 151-162.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | BIT. Numerical Mathematics |
| Citation Index | SCI |
| Language | English |
| Title | A numerical method for SDEs with discontinuous drift |
| Volume | 56 |
| Number | 1 |
| Year | 2016 |
| Page from | 151 |
| Page to | 162 |
| Reviewed? | Y |
| DOI | 10.1007/s10543-015-0549-x |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- External
- Leobacher, Gunther (JKU Linz, Austria)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1117 Actuarial mathematics (Details)
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)