Penalty method for reflected diffusions on the half-line (Q2974874)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty method for reflected diffusions on the half-line |
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Penalty method for reflected diffusions on the half-line (English)
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11 April 2017
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stochastic differential equation
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reflected diffusion
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reflected Brownian motion
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weak convergence
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scale function
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penalty method
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