Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler. A Numerical Scheme for Invariant Distributions of Constrained Diffusions. Math. Oper. Res., 39(2):262-289, 2014. [doi]
@article{BudhirajaCR14,
title = {A Numerical Scheme for Invariant Distributions of Constrained Diffusions},
author = {Amarjit Budhiraja and Jiang Chen and Sylvain Rubenthaler},
year = {2014},
doi = {10.1287/moor.2013.0599},
url = {http://dx.doi.org/10.1287/moor.2013.0599},
researchr = {https://researchr.org/publication/BudhirajaCR14},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {39},
number = {2},
pages = {262-289},
}