Statistical modelling of solutions of stochastic differential equations with reflection of trajectories from the boundary
DOI10.1515/RNAM-2001-0306zbMath0993.65013OpenAlexW2318099949MaRDI QIDQ2730695
Publication date: 29 July 2001
Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rnam-2001-0306
reflectionstochastic differential equationsItô formulastatistical modellingdiscrete time approximation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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