A reflected diffusion process in a regime-switching environment (Q935212)
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scientific article; zbMATH DE number 5306940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reflected diffusion process in a regime-switching environment |
scientific article; zbMATH DE number 5306940 |
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A reflected diffusion process in a regime-switching environment (English)
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6 August 2008
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Brownian motion
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diffusion process
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reflecting boundary
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random environment
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steady-state density
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fluid flow model
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numerical examples
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