Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations (Q3516096): Difference between revisions
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Revision as of 11:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations |
scientific article |
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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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