Sensitivity analysis for diffusion processes constrained to an orthant (Q744381)
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scientific article; zbMATH DE number 6347594
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| English | Sensitivity analysis for diffusion processes constrained to an orthant |
scientific article; zbMATH DE number 6347594 |
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Sensitivity analysis for diffusion processes constrained to an orthant (English)
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25 September 2014
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constrained diffusion processes
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infinitesimal perturbation analysis
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sensitivity analysis
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Skorohod reflection map
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basic adjoint relationship
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reflected Brownian motion
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queueing networks
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0.7535809874534607
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0.7506566643714905
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0.7443718314170837
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0.7226635813713074
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0.7211331725120544
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