Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028)
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scientific article; zbMATH DE number 7632168
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| English | Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation |
scientific article; zbMATH DE number 7632168 |
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Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (English)
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12 December 2022
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applied probability
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multidimensional diffusions
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sticky boundary
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Markov chain approximation
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Monte Carlo simulation
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0.8371150493621826
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0.716787576675415
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0.7125776410102844
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0.6969970464706421
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0.6911009550094604
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