Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028): Difference between revisions
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Revision as of 18:15, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation |
scientific article |
Statements
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (English)
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12 December 2022
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applied probability
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multidimensional diffusions
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sticky boundary
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Markov chain approximation
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Monte Carlo simulation
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