Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084): Difference between revisions

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Property / author: Vladimir M. Lucic / rank
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Property / author: Vladimir M. Lucic / rank
 
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Property / full work available at URL: https://doi.org/10.1080/17442508.2012.656270 / rank
 
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Latest revision as of 23:27, 5 July 2024

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Boundary conditions for computing densities in hybrid models via PDE methods
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    Boundary conditions for computing densities in hybrid models via PDE methods (English)
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    13 December 2012
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    Feller process
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    forward equation
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    boundary conditions
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