Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation
- 1 January 2000
- journal article
- research article
- Published by Walter de Gruyter GmbH in Monte Carlo Methods and Applications
- Vol. 6 (2) , 105-114
- https://doi.org/10.1515/mcma.2000.6.2.105
Abstract
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