A numerical scheme for invariant distributions of constrained diffusions (Q5169701)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A numerical scheme for invariant distributions of constrained diffusions |
scientific article; zbMATH DE number 6316365
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A numerical scheme for invariant distributions of constrained diffusions |
scientific article; zbMATH DE number 6316365 |
Statements
A Numerical Scheme for Invariant Distributions of Constrained Diffusions (English)
0 references
11 July 2014
0 references
reflected diffusion
0 references
heavy traffic theory
0 references
stochastic networks
0 references
Skorohod problem
0 references
invariant measures
0 references
stochastic algorithms
0 references
Monte Carlo simulation
0 references
stochastic differential equation
0 references
consistency
0 references
convergence
0 references
0.7687691450119019
0 references
0.7662399411201477
0 references
0.7660708427429199
0 references
0.7649150490760803
0 references
