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Fast approximation of solutions of SDE's with oblique reflection on an orthant - MaRDI portal

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Fast approximation of solutions of SDE's with oblique reflection on an orthant (Q3583843)

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scientific article
Language Label Description Also known as
English
Fast approximation of solutions of SDE's with oblique reflection on an orthant
scientific article

    Statements

    publication date
    18 August 2010
    0 references
    zbMATH Keywords
    Skorokhod problem
    0 references
    reflected stochastic differential equations
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    discrete approximation methods
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    arXiv classification
    math.PR
    0 references

    Identifiers

    zbMATH DE Number
    5772600
    0 references
    arXiv ID
    0812.0619
    0 references
     
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