Sticky Brownian Motion and Its Numerical Solution (Q5216248)
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: Sticky Brownian Motion and Its Numerical Solution |
scientific article; zbMATH DE number 7168051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sticky Brownian Motion and Its Numerical Solution |
scientific article; zbMATH DE number 7168051 |
Statements
Sticky Brownian Motion and Its Numerical Solution (English)
0 references
17 February 2020
0 references
sticky Brownian motion
0 references
Feller boundary condition
0 references
generalized Wentzell boundary condition
0 references
Fokker-Planck equation
0 references
Kolmogorov equation
0 references
sticky random walk
0 references
Markov jump process
0 references
Markov chain approximation method
0 references
finite difference methods
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9280256
0 references
0.9257023
0 references
0.91686285
0 references
0.9165896
0 references
0.8950441
0 references
0 references
0.8888067
0 references
0.8882499
0 references
