Markov chain approximation of one-dimensional sticky diffusions (Q5022266): Difference between revisions

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Latest revision as of 15:40, 30 December 2024

scientific article; zbMATH DE number 7458566
Language Label Description Also known as
English
Markov chain approximation of one-dimensional sticky diffusions
scientific article; zbMATH DE number 7458566

    Statements

    title
    Markov chain approximation of one-dimensional sticky diffusions (English)
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    author
    Christian Meier
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    Lingfei Li
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    Gongqiu Zhang
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    publication date
    18 January 2022
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    zbMATH Keywords
    diffusions
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    sticky boundary
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    Markov chain approximation
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    Sturm-Liouville problem
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    cites work
    Q3150773
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    Q4433608
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    Q3992729
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    Q3923307
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    Q4004325
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    Q4663402
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    Q5618806
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    Q4349221
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    Identifiers

    Mathematics Subject Classification ID
    65C40
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    60J60
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    65C05
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    34L10
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    34L16
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    zbMATH DE Number
    7458566
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    OpenAlex ID
    W3179753424
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    arXiv ID
    1910.14282
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    DOI
    10.1017/APR.2020.65
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