A numerical method for SDEs with discontinuous drift
Crossref DOI link: https://doi.org/10.1007/s10543-015-0549-x
Published Online: 2015-02-21
Published Print: 2016-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Leobacher, Gunther
Szölgyenyi, Michaela
Text and Data Mining valid from 2015-02-21