STOCHASTIC DERIVATION OF REFLECTED DIFFUSIONS

被引:0
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作者
LEPINGLE, D [1 ]
NUALART, D [1 ]
SANZ, M [1 ]
机构
[1] UNIV BARCELONA,FAC MATEMAT,E-08007 BARCELONA,SPAIN
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中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:283 / 305
页数:23
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