Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0929-9629 |
| Author | Etoré, Pierre, Martinez, Miguel |
| Maintainer | CCSD |
| Last Updated | May 15, 2026, 07:42 (UTC) |
| Created | May 15, 2026, 07:42 (UTC) |
| Identifier | hal-00565286 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Mathématiques financières (MATHFI) ; Laboratoire Jean Kuntzmann (LJK) ; Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Etoré, Pierre |
| date | 2013-03-06T00:00:00 |
| harvest_object_id | e187b595-3b50-4a85-82d1-b35bce8606a9 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-04-02T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1102.2565 |
| set_spec | type:ART |