Numerical schemes for radial Dunkl processes

arXiv2404.05113MaRDI QIDQ6529586FDOQ6529586

Authors: H. L. Ngo, Dai Taguchi 

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Root systems (17B22)

This page was built for publication: Numerical schemes for radial Dunkl processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6529586)