Brownian motion with barriers
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SM ISO690:2012
. Brownian motion with barriers. In: Conference on Applied and Industrial Mathematics: CAIM 2017, 14-17 septembrie 2017, Iași. Chișinău: Casa Editorial-Poligrafică „Bons Offices”, 2017, Ediţia 25, p. 53. ISBN 978-9975-76-247-2.
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Conference on Applied and Industrial Mathematics
Ediţia 25, 2017
Conferința "Conference on Applied and Industrial Mathematics"
Iași, Romania, 14-17 septembrie 2017

Brownian motion with barriers


Pag. 53-53

 
Transilvania University of Brașov
 
 
Disponibil în IBN: 10 ianuarie 2024


Rezumat

In this talk we present the case of a Brownian motion on x > 0 with an absorbing barrier, and the Brownian motion on x > 0 but with a re ecting barrier at the origin.