Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift

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Source ISSN: 1292-8100
Author Etoré, Pierre, Martinez, Miguel
Maintainer CCSD
Last Updated May 9, 2026, 11:44 (UTC)
Created May 9, 2026, 11:44 (UTC)
Identifier hal-00775871
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Inférence Processus Stochastiques (IPS) ; 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 2014-10-22T00:00:00
harvest_object_id b0999e32-9965-4651-9349-035b6374ed78
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/1301.3019
set_spec type:ART