Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965)
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scientific article; zbMATH DE number 7175801
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| English | Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection |
scientific article; zbMATH DE number 7175801 |
Statements
Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (English)
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28 February 2020
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unbiased simulation method
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stochastic differential equations
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parametrix method
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0.7616021633148193
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0.7616021633148193
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0.7602593302726746
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0.7391132116317749
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