Lepingle, Dominique; Nguyen, Thi Thao Approximating and simulating multivalued stochastic differential equations. (English) Zbl 1066.65015 Monte Carlo Methods Appl. 10, No. 2, 129-152 (2004). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H35 PDF BibTeX XML Cite \textit{D. Lepingle} and \textit{T. T. Nguyen}, Monte Carlo Methods Appl. 10, No. 2, 129--152 (2004; Zbl 1066.65015) Full Text: DOI
Cépa, Emmanuel; Lépingle, Dominique Interacting Brownian particles with strong repulsion. (English) Zbl 0979.60098 Monte Carlo Methods Appl. 7, No. 1-2, 93-98 (2001). MSC: 60K35 60J65 82C31 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, Monte Carlo Methods Appl. 7, No. 1--2, 93--98 (2001; Zbl 0979.60098) Full Text: DOI