Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Boundary classification and simulation of one-dimensional diffusion processes - MaRDI portal

Boundary classification and simulation of one-dimensional diffusion processes

From MaRDI portal

Publication:2204312

Jump to:navigation, search

DOI10.1504/IJMOR.2017.085382zbMath1452.60051MaRDI QIDQ2204312

Noureddine Jilani Ben Naouara, Faouzi Trabelsi

Publication date: 15 October 2020

Published in: International Journal of Mathematics in Operational Research (Search for Journal in Brave)

zbMATH Keywords

natural weak solution simulation strong solution scale function exit hitting time geometric Brownian motion entrance linear diffusion process attainable Euler-Maruyama algorithm attracting and regular boundary boundary classification Milstein algorithm unattainable

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

This page was built for publication: Boundary classification and simulation of one-dimensional diffusion processes

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2204312&oldid=14733557"