Sticky Bessel diffusions (Q2145813)
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scientific article; zbMATH DE number 7544410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sticky Bessel diffusions |
scientific article; zbMATH DE number 7544410 |
Statements
Sticky Bessel diffusions (English)
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20 June 2022
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slowly reflecting (sticky) boundary behaviour
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Bessel process
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stochastic differential equation
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transition probability density function
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Mittag-Leffler function
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generalised Abel equation
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0.8808268904685974
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0.7528795003890991
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0.7469000816345215
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0.7459122538566589
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0.7432956695556641
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