Absorbing boundaries and optimal stopping in a stochastic differential equation
type: Item
instance of: scholarly article
title: Absorbing boundaries and optimal stopping in a stochastic differential equation
zbMATH Open document ID: 0946.60057
DOI: 10.1016/S0375-9601(99)00117-6
author: R. Mannella
published in: Physics Letters. A
publication date: 2000-03-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 1412382
MaRDI profile type: Publication
Wikidata QID: Q62556233
cites work: Q4714465
cites work: Higher-order implicit strong numerical schemes for stochastic differential equations
cites work: Brownian motion in a field of force and the diffusion model of chemical reactions
full work available at URL: s0375-9601(99)00117-6
OpenAlex ID: W2129105779
description: scientific article; zbMATH DE number 1412382