Simulation of a stochastic process in a discontinuous layered medium (Q428716): Difference between revisions
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Latest revision as of 17:18, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of a stochastic process in a discontinuous layered medium |
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Simulation of a stochastic process in a discontinuous layered medium (English)
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22 June 2012
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skew Brownian motion
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discontinuous media
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occupation time
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local time
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last passage time
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path decomposition
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Brownian Bridge
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first hitting time
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geophysics
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Monte Carlo simulation
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