APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION
نویسندگان
چکیده
منابع مشابه
Brownian motion in inhomogeneous suspensions.
The Langevin description of Brownian motion in inhomogeneous suspensions is here revisited. Inhomogeneous suspensions are characterized by a position-dependent friction coefficient, which can significantly influence the dynamics of the suspended particles. Outstanding examples are suspensions in confinement or in the presence of a temperature gradient. The Langevin approach in inhomogeneous sys...
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ژورنال
عنوان ژورنال: International Journal of Theoretical and Applied Finance
سال: 2019
ISSN: 0219-0249,1793-6322
DOI: 10.1142/s0219024918500553