Numerical analysis of reflecting Brownian motion and a new model of semi-reflecting Brownian motion with some domains (Q3398960)
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scientific article; zbMATH DE number 5608710
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| English | Numerical analysis of reflecting Brownian motion and a new model of semi-reflecting Brownian motion with some domains |
scientific article; zbMATH DE number 5608710 |
Statements
29 September 2009
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Euler-Maruyama approximate solution
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penalty method
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semi-reflecting Brownian motion
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0.8520194292068481
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0.8419814705848694
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0.8419814109802246
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0.8363553881645203
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0.7909454107284546
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