Pages that link to "Item:Q4504225"
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The following pages link to A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary (Q4504225):
Displaying 4 items.
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion) (Q909345) (← links)
- A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection (Q1282252) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process (Q4915855) (← links)
