Reflected Brownian motion: selection, approximation and linearization (Q519720)
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scientific article
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| English | Reflected Brownian motion: selection, approximation and linearization |
scientific article |
Statements
Reflected Brownian motion: selection, approximation and linearization (English)
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5 April 2017
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reflected Brownian motion
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stochastic differential equations
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local time
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boundary
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stochastic flow
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heat equation
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0.9012293
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0.90026295
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0.8931517
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0.8893882
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0.8851177
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