2 results
Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift
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- Journal:
- ESAIM: Probability and Statistics / Volume 18 / 2014
- Published online by Cambridge University Press:
- 22 October 2014, pp. 686-702
- Print publication:
- 2014
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- Article
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
- Published online by Cambridge University Press:
- 17 August 2007, pp. 301-326
- Print publication:
- June 2007
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- Article
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