Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations (Q3516096)
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scientific article; zbMATH DE number 5306573
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| English | Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations |
scientific article; zbMATH DE number 5306573 |
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Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations (English)
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1 August 2008
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stochastic differential equations
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absorbing boundary
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super-Brownian motion
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splitting-step algorithm
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convergence
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nonnegativity
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numerical examples
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stochastic dynamics
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mathematical finance
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0.7933381199836731
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0.7915067672729492
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0.7814100384712219
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