Simulation of sample paths for Gauss-Markov processes in...

Cogent Mathematics 2017 / 7 Vol. 4; Iss. 1

Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary

Buonocore, Aniello, Nobile, Amelia G., Pirozzi, Enrica, Cattani, Carlo
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Volume:
4
Language:
english
Journal:
Cogent Mathematics
DOI:
10.1080/23311835.2017.1354469
Date:
July, 2017
File:
PDF, 9.38 MB
english, 2017
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