Discrete approximations to local times for reflected diffusions (Q287796): Difference between revisions
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Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / Mathematics Subject Classification ID: 35K10 / rank | |||
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Property / Mathematics Subject Classification ID: 49M25 / rank | |||
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Property / zbMATH DE Number: 6583849 / rank | |||
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random walk | |||
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reflected diffusion | |||
Property / zbMATH Keywords: reflected diffusion / rank | |||
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local time | |||
Property / zbMATH Keywords: local time / rank | |||
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heat kernel | |||
Property / zbMATH Keywords: heat kernel / rank | |||
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Robin boundary problem | |||
Property / zbMATH Keywords: Robin boundary problem / rank | |||
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Revision as of 19:03, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Discrete approximations to local times for reflected diffusions |
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Discrete approximations to local times for reflected diffusions (English)
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23 May 2016
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random walk
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reflected diffusion
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local time
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heat kernel
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Robin boundary problem
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