Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442)
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scientific article; zbMATH DE number 7103225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary |
scientific article; zbMATH DE number 7103225 |
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Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (English)
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10 September 2019
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restricted Wiener and Ornstein-Uhlenbeck processes
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simulation algorithms
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first passage time densities
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