Gunther Leobacher, Michaela Szölgyenyi,
"A Strong Order 1/2 Method for Multidimensional SDEs Discontinuous Drift"
, in The Annals of Applied Probability, Seite(n) 2383-2418, 2017, ISSN: 2168-8737
Original Titel:
A Strong Order 1/2 Method for Multidimensional SDEs Discontinuous Drift