Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises

Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton
Peer reviewed, Journal article
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https://hdl.handle.net/11250/3157828
Utgivelsesdato
2022
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Numerical Algorithms. 2022, .   10.1007/s11075-022-01424-6
Tidsskrift
Numerical Algorithms