Sticky Bessel diffusions (Q2145813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sticky Bessel diffusions |
scientific article |
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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