A Strong Order 1/2 Method for Multidimensional SDEs Discontinuous Drift

Gunther Leobacher, Michaela Szölgyenyi

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2383-2418
Number of pages	35
Journal	The Annals of Applied Probability
Issue number	4
DOIs	https://doi.org/10.1214/16-AAP1262
Publication status	Published - 2017

Fields of science

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title = "A Strong Order 1/2 Method for Multidimensional SDEs Discontinuous Drift",

author = "Gunther Leobacher and Michaela Sz{\"o}lgyenyi",

year = "2017",

doi = "10.1214/16-AAP1262",

language = "English",

pages = "2383--2418",

journal = "The Annals of Applied Probability",

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TY - JOUR

T1 - A Strong Order 1/2 Method for Multidimensional SDEs Discontinuous Drift

AU - Leobacher, Gunther

AU - Szölgyenyi, Michaela

PY - 2017

Y1 - 2017

UR - http://arxiv.org/abs/1512.02807

U2 - 10.1214/16-AAP1262

DO - 10.1214/16-AAP1262

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JO - The Annals of Applied Probability

JF - The Annals of Applied Probability

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