A reflected diffusion process in a regime-switching environment (Q935212)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reflected diffusion process in a regime-switching environment |
scientific article |
Statements
A reflected diffusion process in a regime-switching environment (English)
0 references
6 August 2008
0 references
Brownian motion
0 references
diffusion process
0 references
reflecting boundary
0 references
random environment
0 references
steady-state density
0 references
fluid flow model
0 references
numerical examples
0 references
