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"A convergence result for the Euler-Maruyama method for a simple stochastic ..."

Maria Simonsen et al. (2014)

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DOI: 10.1109/ACC.2014.6859208

access: closed

type: Conference or Workshop Paper

metadata version: 2020-10-25

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Maria Simonsen, Henrik Schiøler, John Leth, Horia D. Cornean:
A convergence result for the Euler-Maruyama method for a simple stochastic differential equation with discontinuous drift. ACC 2014: 5180-5185

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