Sensitivity analysis for diffusion processes constrained to an orthant (Q744381)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis for diffusion processes constrained to an orthant |
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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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