Alfonsi, Aurélien; Bally, Vlad A generic construction for high order approximation schemes of semigroups using random grids. (English) Zbl 1489.65013 Numer. Math. 148, No. 4, 743-793 (2021). MSC: 65C30 65C05 60H35 65C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yuasa, Tomooki Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection. (English) Zbl 1440.60066 Japan J. Ind. Appl. Math. 37, No. 1, 263-282 (2020). MSC: 60H35 60H10 × Cite Format Result Cite Review PDF Full Text: DOI