Simulation of a stochastic process in a discontinuous layered medium (Q428716)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of a stochastic process in a discontinuous layered medium |
scientific article |
Statements
Simulation of a stochastic process in a discontinuous layered medium (English)
0 references
22 June 2012
0 references
skew Brownian motion
0 references
discontinuous media
0 references
occupation time
0 references
local time
0 references
last passage time
0 references
path decomposition
0 references
Brownian Bridge
0 references
first hitting time
0 references
geophysics
0 references
Monte Carlo simulation
0 references
