On the transition densities for reflected diffusions (Q5694152)
From MaRDI portal
scientific article; zbMATH DE number 2210934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the transition densities for reflected diffusions |
scientific article; zbMATH DE number 2210934 |
Statements
On the transition densities for reflected diffusions (English)
0 references
29 September 2005
0 references
reflected Brownian motion
0 references
reflected Ornstein-Uhlenbeck process
0 references
reflected affine process
0 references
spectral expansion
0 references
currency target zone
0 references
heavy traffic
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
