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"Simulation of Non-Lipschitz Stochastic Differential Equations Driven by ..."

Georg A. Gottwald, Ian Melbourne (2021)

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DOI: 10.1137/20M1333183

access: closed

type: Journal Article

metadata version: 2023-08-28

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Georg A. Gottwald, Ian Melbourne:
Simulation of Non-Lipschitz Stochastic Differential Equations Driven by α-Stable Noise: A Method Based on Deterministic Homogenization. Multiscale Model. Simul. 19(2): 665-687 (2021)

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