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"On numerical density approximations of solutions of SDEs with unbounded ..."

Linghua Chen, Espen Robstad Jakobsen, Arvid Naess (2018)

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DOI: 10.1007/S10444-017-9558-4

access: closed

type: Journal Article

metadata version: 2018-07-10

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Linghua Chen, Espen Robstad Jakobsen, Arvid Naess:
On numerical density approximations of solutions of SDEs with unbounded coefficients. Adv. Comput. Math. 44(3): 693-721 (2018)

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