Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028): Difference between revisions

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Revision as of 02:17, 31 July 2024

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Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
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    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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