Adaptive weak approximation of reflected and stopped diffusions (Q3564644)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive weak approximation of reflected and stopped diffusions |
scientific article |
Statements
Adaptive weak approximation of reflected and stopped diffusions (English)
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26 May 2010
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weak approximation
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Euler scheme
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Neumann boundary condition
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reflected diffusion
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stopped diffusion
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adaptive algorithm
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numerical examples
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