Weak and strong approximations of reflected diffusions via penalization methods
Year of publication: |
2013
|
---|---|
Authors: | Słomiński, Leszek |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 3, p. 752-763
|
Publisher: |
Elsevier |
Subject: | Reflected diffusions | Penalization methods |
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