Pages that link to "Item:Q4684931"
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The following pages link to Exact simulation of multidimensional reflected Brownian motion (Q4684931):
Displaying 10 items.
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- Simulation of Brownian motion by truncated multiplicative functions (Q1093674) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Exact simulation of Bessel diffusions (Q3068185) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)