Gunther Leobacher, Michaela Szölgyenyi,
"Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient"
, in Numerische Mathematik, Vol. 138, Nummer 1, Seite(n) 219-239, 2018, ISSN: 0945-3245
Original Titel:
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient