A transformed stochastic Euler scheme for multidimensional transmission PDE

Pierre Etoré, Miguel Martinez. A transformed stochastic Euler scheme for multidimensional transmission PDE. J. Computational Applied Mathematics, 394:113551, 2021. [doi]

@article{EtoreM21,
  title = {A transformed stochastic Euler scheme for multidimensional transmission PDE},
  author = {Pierre Etoré and Miguel Martinez},
  year = {2021},
  doi = {10.1016/j.cam.2021.113551},
  url = {https://doi.org/10.1016/j.cam.2021.113551},
  researchr = {https://researchr.org/publication/EtoreM21},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {394},
  pages = {113551},
}