Markov chain approximation of one-dimensional sticky diffusions (Q5022266)

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scientific article; zbMATH DE number 7458566
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Markov chain approximation of one-dimensional sticky diffusions
scientific article; zbMATH DE number 7458566

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    Markov chain approximation of one-dimensional sticky diffusions (English)
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    18 January 2022
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    diffusions
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    sticky boundary
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    Markov chain approximation
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    Sturm-Liouville problem
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