Pages that link to "Item:Q4504226"
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The following pages link to Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation (Q4504226):
Displaying 8 items.
- Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method (Q934440) (← links)
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- Exact simulation of multidimensional reflected Brownian motion (Q4684931) (← links)
- Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection (Q5478908) (← links)
- A stochastic approach for elliptic problems in perforated domains (Q6639325) (← links)
