Pages that link to "Item:Q4462530"
From MaRDI portal
The following pages link to Simulating a diffusion on a graph. Application to reservoir engineering (Q4462530):
Displaying 13 items.
- Homogenization of a singular random one-dimensional PDE (Q731685) (← links)
- A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
- Stochastic PDEs on graphs as scaling limits of discrete interacting systems (Q2040098) (← links)
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
- (Q3516364) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- Harmonic functions of Brownian motions on metric graphs (Q5499065) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- Most transient random walks have infinitely many cut times (Q6142953) (← links)
