scientific article; zbMATH DE number 6887028

zbMATH Open1399.60130MaRDI QIDQ4565499

A. Madani

Publication date: 12 June 2018

Full work available at URL: http://tsp.imath.kiev.ua/files/2210/art2210_05.pdf

Title of this publication is not available (Why is that?)

zbMATH Keywords

Monte Carlolimit theoremboundary local timereflecting symmetric diffusion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Monte Carlo methods (65C05) Diffusion processes (60J60) Processes in random environments (60K37) Local time and additive functionals (60J55)

Related Items (1)

Limit law of the local time for Brox's diffusion

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Scaling limit of the local time of the reflected \((1, 2)\)-random walk 👍 👎
• Large deviations for the boundary local time of doubly reflected Brownian motion 👍 👎
• On a decomposition of symmetric diffusions with reflecting boundary conditions. 👍 👎
• A limit theorem for stochastic equations with the local time 👍 👎
• Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4565499)