A numerical scheme for stochastic differential equations with distributional drift - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2022

A numerical scheme for stochastic differential equations with distributional drift

Tiziano de Angelis
  • Fonction : Auteur
Elena Issoglio

Dates et versions

hal-03945965 , version 1 (18-01-2023)

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Citer

Tiziano de Angelis, Maximilien Germain, Elena Issoglio. A numerical scheme for stochastic differential equations with distributional drift. Stochastic Processes and their Applications, 2022, 154, pp.55-90. ⟨10.1016/j.spa.2022.09.003⟩. ⟨hal-03945965⟩
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