A Numerical Scheme for Invariant Distributions of Constrained Diffusions (Q5169701)
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scientific article; zbMATH DE number 6316365
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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11 July 2014
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reflected diffusion
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heavy traffic theory
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stochastic networks
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Skorohod problem
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invariant measures
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stochastic algorithms
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Monte Carlo simulation
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stochastic differential equation
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consistency
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convergence
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