Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection
Crossref DOI link: https://doi.org/10.1007/s13160-019-00395-x
Published Online: 2019-11-01
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yuasa, Tomooki http://orcid.org/0000-0002-4104-7230
Funding for this research was provided by:
Japan Society for the Promotion of Science (17J05514)
Text and Data Mining valid from 2019-11-01
Version of Record valid from 2019-11-01
Article History
Received: 19 July 2019
Revised: 28 September 2019
First Online: 1 November 2019