"A Numerical Scheme for Invariant Distributions of Constrained Diffusions."

Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler (2014)

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DOI: 10.1287/MOOR.2013.0599

access: closed

type: Journal Article

metadata version: 2017-05-28

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Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler:
A Numerical Scheme for Invariant Distributions of Constrained Diffusions. Math. Oper. Res. 39(2): 262-289 (2014)

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