Boundary condition modeling for generalized Ornstein-Uhlenbeck processes

DOI10.1016/J.JCP.2026.115059MaRDI QIDQ7323176zbMATH OpenFDO

Authors Abigail R. Zalesskaya, Paul Johnson, Peter W. Duck

Publication date 1 September 2026

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2026.115059

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Markov processes (60Jxx) Actuarial science and mathematical finance (91Gxx)

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