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New Monte Carlo schemes for simulating diffusions in discon..:
Lejay, Antoine
;
Maire, Sylvain
Journal of Computational and Applied Mathematics. 245 (2013) - p. 97-116 , 2013
Link:
https://doi.org/10.1016/j.cam.2012.12.013
RT Journal T1 <Title>New Monte Carlo schemes for simulating diffusions in discontinuous media</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2012.12.013&Exemplar=1&LAN=DE A1 Lejay, Antoine A1 Maire, Sylvain PB Elsevier BV YR 2013 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 245 SP 97 OP 116 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2012.12.013 DO https://doi.org/10.1016/j.cam.2012.12.013 SF ELIB - SuUB Bremen
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