Pathwise differentiability of reflected diffusions in convex polyhedral domains (Q2337831)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise differentiability of reflected diffusions in convex polyhedral domains |
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Pathwise differentiability of reflected diffusions in convex polyhedral domains (English)
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20 November 2019
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reflected diffusion
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reflected Brownian motion
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boundary jitter property
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derivative process
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pathwise differentiability
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stochastic flow
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sensitivity analysis
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directional derivative of the extended Skorokhod map
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derivative problem
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