Login / Signup

Sticky Brownian Motion and Its Numerical Solution.

Nawaf Bou-RabeeMiranda C. Holmes-Cerfon
Published in: SIAM Rev. (2020)
Keyphrases
  • numerical solution
  • brownian motion
  • differential equations
  • dynamical systems
  • partial differential equations
  • optimal control
  • stochastic process
  • numerical methods
  • heavy traffic
  • diffusion process
  • poisson process