Penalty method for reflected diffusions on the half-line
نویسندگان
چکیده
منابع مشابه
On the Transition Densities for Reflected Diffusions
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ژورنال
عنوان ژورنال: Stochastics
سال: 2016
ISSN: 1744-2508,1744-2516
DOI: 10.1080/17442508.2016.1249872