Quotation Szölgyenyi, Michaela. 2014. Solutions to SDEs with discontinuous drift and singular diffusion. Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Leuven, Belgien, 10.04.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Solutions to SDEs with discontinuous drift and singular diffusion
Event Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Year 2014
Date 10.04.
Country Belgium
Location Leuven

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Szölgyenyi, Michaela (Former researcher)
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)
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