Reflecting diffusions in an orthant: An introduction (Q5943513)
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scientific article; zbMATH DE number 1652013
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reflecting diffusions in an orthant: An introduction |
scientific article; zbMATH DE number 1652013 |
Statements
Reflecting diffusions in an orthant: An introduction (English)
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24 April 2002
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Skorokhod problem in an orthant
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constant dispersion
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variable drift
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reflection field
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0.8007453083992004
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0.7827190160751343
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0.7782224416732788
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0.7767652869224548
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0.7709580659866333
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