ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633)
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scientific article; zbMATH DE number 7629476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON BOUNCING GEOMETRIC BROWNIAN MOTIONS |
scientific article; zbMATH DE number 7629476 |
Statements
ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (English)
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8 December 2022
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diffusion approximations
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geometric Brownian motions
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inverse Gaussian distributions
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limit order books
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mutually reflected Brownian motions
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normal inverse Gaussian distributions
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reflected Brownian motions
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renewal reward processes
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scaling limits
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