Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645)
From MaRDI portal
scientific article; zbMATH DE number 7371742
Language | Label | Description | Also known as |
---|---|---|---|
English | Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone |
scientific article; zbMATH DE number 7371742 |
Statements
Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (English)
0 references
15 July 2021
0 references
reflected Brownian motion
0 references
stationary distribution
0 references
sensitivity analysis
0 references
pathwise derivatives
0 references
derivative process
0 references
Skorokhod reflection problem
0 references
derivative problem
0 references
asymptotic coupling method
0 references
0 references
0 references
0 references
0 references
0 references