Absorbing boundaries and optimal stopping in a stochastic differential equation (Q1967100): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q62556233 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4714465 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Brownian motion in a field of force and the diffusion model of chemical reactions / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0375-9601(99)00117-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2129105779 / rank | |||
Normal rank | |||
Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absorbing boundaries and optimal stopping in a stochastic differential equation |
scientific article |
Statements
Absorbing boundaries and optimal stopping in a stochastic differential equation (English)
0 references
8 March 2000
0 references
