Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. - Mohsine Benabdallah; Youssfi Elkettani; Kamal Hiderah (Monte Carlo Methods Appl., 2016)

A Convergence result for the Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time of the unknown process at zero. - Mohsine Benabdallah; Mohamed Bourza (ICECOCS, 2018)

Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero. - Mohsine Benabdallah; Kamal Hiderah (Monte Carlo Methods Appl., 2018)