Login / Signup
Sticky Brownian Motion and Its Numerical Solution.
Nawaf Bou-Rabee
Miranda 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