Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations (Q3516096): Difference between revisions

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Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
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    Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations (English)
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    1 August 2008
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    stochastic differential equations
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    absorbing boundary
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    super-Brownian motion
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    splitting-step algorithm
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    convergence
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    nonnegativity
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    numerical examples
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    stochastic dynamics
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    mathematical finance
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