A Convergence result for the Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time of the unknown process at zero

Mohsine Benabdallah, Mohamed Bourza. A Convergence result for the Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time of the unknown process at zero. In 2018 International Conference on Electronics, Control, Optimization and Computer Science, ICECOCS 2018, Kenitra, Morocco, December 5-6, 2018. pages 1-4, IEEE, 2018. [doi]

Abstract

Abstract is missing.