Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection |
scientific article |
Statements
Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (English)
0 references
28 February 2020
0 references
unbiased simulation method
0 references
stochastic differential equations
0 references
parametrix method
0 references
