On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.

Étoré, Pierre. "On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.." Electronic Journal of Probability [electronic only] 11 (2006): 249-275. <http://eudml.org/doc/127427>.

@article{Étoré2006,
author = {Étoré, Pierre},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {249-275},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.},
url = {http://eudml.org/doc/127427},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Étoré, Pierre
TI - On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.
JO - Electronic Journal of Probability [electronic only]
PY - 2006
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 11
SP - 249
EP - 275
LA - eng
UR - http://eudml.org/doc/127427
ER -