Euler's approximations of solutions of SDEs with reflecting boundary

By L. Slominski. 2001

106 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a42c91ba583cbe805e08beb2fcd9d508e101aa91

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Markus Fischer
2. Giovanna Nappo

In Finance

1. Markus Fischer
2. Giovanna Nappo
3. Daniel Lacker
4. François Delarue

In Management Science and Operations Research

1. Markus Fischer
2. Giovanna Nappo

Citations in the corpus

• On the Moments of the Modulus of Continuity of Itô Processes (2009, methodology): “4 of Słomiński [3] provides bounds of the right order of h ln 1/h p/2 for all (integer) moments p.”