Pages that link to "Item:Q1897663"
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The following pages link to Discretization of a class of reflected diffusion processes (Q1897663):
Displaying 7 items.
- Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise (Q508838) (← links)
- Discretization of processes. (Q640731) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- Penalization schemes for reflecting stochastic differential equations (Q1380399) (← links)
- Lévy flights in inhomogeneous environments and \(1 / f\) noise (Q1783022) (← links)
- Discretization error in simulation of one-dimensional reflecting Brownian motion (Q1916474) (← links)
- Efficient schemes for the weak approximation of reflected diffusions (Q2724993) (← links)