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Penalty Method for Obliquely Reflected Diffusions - MaRDI portal

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Penalty Method for Obliquely Reflected Diffusions (Q6265203)

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scientific article
Language Label Description Also known as
English
Penalty Method for Obliquely Reflected Diffusions
scientific article

    Statements

    publication date
    6 September 2015
    0 references
    arXiv classification
    math.PR
    0 references
    author
    Andrey Sarantsev
    0 references

    Identifiers

    arXiv ID
    1509.01777
    0 references
    Mathematics Subject Classification ID
    60J60
    0 references
    60J55
    0 references
    60J65
    0 references
    60H10
    0 references
     
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