Penalty method for obliquely reflected diffusions (Q2058439)
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scientific article; zbMATH DE number 7441583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty method for obliquely reflected diffusions |
scientific article; zbMATH DE number 7441583 |
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Penalty method for obliquely reflected diffusions (English)
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9 December 2021
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reflected diffusion
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reflected Brownian motion
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stochastic differential equation
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oblique reflection
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weak convergence
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penalty method
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