Sticky Brownian Motion and Its Numerical Solution (Q5216248)
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scientific article; zbMATH DE number 7168051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sticky Brownian Motion and Its Numerical Solution |
scientific article; zbMATH DE number 7168051 |
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Sticky Brownian Motion and Its Numerical Solution (English)
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17 February 2020
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sticky Brownian motion
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Feller boundary condition
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generalized Wentzell boundary condition
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Fokker-Planck equation
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Kolmogorov equation
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sticky random walk
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Markov jump process
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Markov chain approximation method
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finite difference methods
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