Spinning Brownian motion (Q491185): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6475126 / rank | |||
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| Property / zbMATH Keywords | |||
degenerate reflected diffusion | |||
| Property / zbMATH Keywords: degenerate reflected diffusion / rank | |||
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spinning Brownian motion | |||
| Property / zbMATH Keywords: spinning Brownian motion / rank | |||
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stationary distribution | |||
| Property / zbMATH Keywords: stationary distribution / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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excursion theory | |||
| Property / zbMATH Keywords: excursion theory / rank | |||
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Revision as of 22:48, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spinning Brownian motion |
scientific article |
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Spinning Brownian motion (English)
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24 August 2015
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degenerate reflected diffusion
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spinning Brownian motion
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stationary distribution
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stochastic differential equations
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excursion theory
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