Some explicit results on one kind of sticky diffusion
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Publication:5226248
DOI10.1017/jpr.2019.22zbMath1415.60093OpenAlexW2965915439MaRDI QIDQ5226248
Shiyu Song, Yiming Jiang, Yong Jin Wang
Publication date: 31 July 2019
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2019.22
Related Items (2)
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation ⋮ Markov chain approximation of one-dimensional sticky diffusions
Cites Work
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