Simulation of a stochastic process in a discontinuous layered medium (Q428716)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulation of a stochastic process in a discontinuous layered medium |
scientific article; zbMATH DE number 6049227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of a stochastic process in a discontinuous layered medium |
scientific article; zbMATH DE number 6049227 |
Statements
Simulation of a stochastic process in a discontinuous layered medium (English)
0 references
22 June 2012
0 references
skew Brownian motion
0 references
discontinuous media
0 references
occupation time
0 references
local time
0 references
last passage time
0 references
path decomposition
0 references
Brownian Bridge
0 references
first hitting time
0 references
geophysics
0 references
Monte Carlo simulation
0 references
