Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q113875410, #quickstatements; #temporary_batch_1707149277123 |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: pymle / rank | |||
Normal rank | |||
Revision as of 01:50, 28 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)
0 references
12 December 2022
0 references
applied probability
0 references
multidimensional diffusions
0 references
sticky boundary
0 references
Markov chain approximation
0 references
Monte Carlo simulation
0 references
