Exact Simulation of Multidimensional Reflected Brownian Motion

Exact Simulation of Multidimensional Reflected Brownian Motion
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:1051345366
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis Exact Simulation of Multidimensional Reflected Brownian Motion by :

Download or read book Exact Simulation of Multidimensional Reflected Brownian Motion written by and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Exact Simulation of Multidimensional Reflected Brownian Motion Related Books

Exact Simulation of Multidimensional Reflected Brownian Motion
Language: en
Pages:

Exact Simulation of Multidimensional Reflected Brownian Motion

Authors:
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

Exact Simulation of Non-Stationary Reflected Brownian Motion
Language: en
Pages: 0

Exact Simulation of Non-Stationary Reflected Brownian Motion

Authors: Mohammad Mousavi
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The runni
On the Exact Simulation of (skew) Brownian Diffusions with Discontinuous Drift
Language: en
Pages:

On the Exact Simulation of (skew) Brownian Diffusions with Discontinuous Drift

Authors: Sara Mazzonetto
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

This thesis is focused on the study and the exact simulation of two classes of real-valued Brownian diffusions: multi-skew Brownian motions with constant drift
Recent Developments in Stochastic Methods and Applications
Language: en
Pages: 370

Recent Developments in Stochastic Methods and Applications

Authors: Albert N. Shiryaev
Categories: Mathematics
Type: BOOK - Published: 2021-08-02 - Publisher: Springer Nature

DOWNLOAD EBOOK

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th Inte
Brownian Dynamics at Boundaries and Interfaces
Language: en
Pages: 340

Brownian Dynamics at Boundaries and Interfaces

Authors: Zeev Schuss
Categories: Mathematics
Type: BOOK - Published: 2013-08-15 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. Th