On a time-inhomogeneous diffusion process with discontinuous drift

DOI10.1016/j.amc.2023.128012OpenAlexW4362587946MaRDI QIDQ6160607

Publication date: 26 June 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2023.128012

zbMATH Keywords

Wiener process reflected diffusion processes symmetric diffusion processes heavy traffic diffusion approximation

Mathematics Subject Classification ID

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