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]
@inproceedings{BenabdallahB18, title = {A Convergence result for the Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time of the unknown process at zero}, author = {Mohsine Benabdallah and Mohamed Bourza}, year = {2018}, doi = {10.1109/ICECOCS.2018.8610573}, url = {https://doi.org/10.1109/ICECOCS.2018.8610573}, researchr = {https://researchr.org/publication/BenabdallahB18}, cites = {0}, citedby = {0}, pages = {1-4}, booktitle = {2018 International Conference on Electronics, Control, Optimization and Computer Science, ICECOCS 2018, Kenitra, Morocco, December 5-6, 2018}, publisher = {IEEE}, isbn = {978-1-5386-7868-8}, }