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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 |
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Conferința "Conference on Applied and Industrial Mathematics" Iași, Romania, 14-17 septembrie 2017 | ||||||
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Pag. 53-53 | ||||||
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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. |
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