Simulation of hitting times for Bessel processes with non-integer dimension (Q2405172)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of hitting times for Bessel processes with non-integer dimension |
scientific article |
Statements
Simulation of hitting times for Bessel processes with non-integer dimension (English)
0 references
21 September 2017
0 references
Bessel processes with non-integer dimension
0 references
hitting time
0 references
numerical algorithm
0 references
