Analysis and computation of probability density functions...

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Comptes Rendus Mathematique 2019 / 3

Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process

Yaegashi, Yuta, Yoshioka, Hidekazu, Tsugihashi, Kentaro, Fujihara, Masayuki
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Language:
english
Journal:
Comptes Rendus Mathematique
DOI:
10.1016/j.crma.2019.02.007
Date:
March, 2019
File:
PDF, 746 KB
english, 2019
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