Maria Simonsen, Henrik Schiøler, John Leth, Horia D. Cornean. A convergence result for the Euler-Maruyama method for a simple stochastic differential equation with discontinuous drift. In American Control Conference, ACC 2014, Portland, OR, USA, June 4-6, 2014. pages 5180-5185, IEEE, 2014. [doi]
@inproceedings{SimonsenSLC14, title = {A convergence result for the Euler-Maruyama method for a simple stochastic differential equation with discontinuous drift}, author = {Maria Simonsen and Henrik Schiøler and John Leth and Horia D. Cornean}, year = {2014}, doi = {10.1109/ACC.2014.6859208}, url = {http://dx.doi.org/10.1109/ACC.2014.6859208}, researchr = {https://researchr.org/publication/SimonsenSLC14}, cites = {0}, citedby = {0}, pages = {5180-5185}, booktitle = {American Control Conference, ACC 2014, Portland, OR, USA, June 4-6, 2014}, publisher = {IEEE}, isbn = {978-1-4799-3272-6}, }