Numerical Approximation for Functionals of Reflecting Diffusion Processes (Q4388814)
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scientific article; zbMATH DE number 1150583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximation for Functionals of Reflecting Diffusion Processes |
scientific article; zbMATH DE number 1150583 |
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Numerical Approximation for Functionals of Reflecting Diffusion Processes (English)
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10 May 1998
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stochastic differential equations with reflection
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reflecting boundary conditions
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Neumann boundary conditions
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mixed boundary conditions
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numerical schemes
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weak convergence
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Monte Carlo method
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