Pages that link to "Item:Q5216248"
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The following pages link to Sticky Brownian Motion and Its Numerical Solution (Q5216248):
Displaying 9 items.
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Optimization and growth in first-passage resetting (Q5857471) (← links)
- Termination as an incentive device (Q6053658) (← links)
- The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)
- Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
- Elastic drifted Brownian motions and non-local boundary conditions (Q6186386) (← links)