Pages that link to "Item:Q4684931"
From MaRDI portal
The following pages link to Exact simulation of multidimensional reflected Brownian motion (Q4684931):
Displaying 4 items.
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
