A reflected diffusion process in a regime-switching environment
โ Scribed by Bong-Gyu Jang; Gyoocheol Shim
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 276 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-6377
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We propose three strong schemes for a class of reflected diffusion processes on different domains and show their rates of covergence.
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