Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation
Shûya Kanagawa, Yasumasa Saisho · Monte Carlo Methods and Applications · 2000
Article Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation was published on January 1, 2000 in the journal Monte Carlo Methods and Applications (volume 6, issue 2).