Open AccessA Numerical Scheme for Invariant Distributions of Constrained Diffusions
Author(s) -
Amarjit Budhiraja,
Jiang Chen,
Sylvain Rubenthaler
Publication year - 2014
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/6j4g-8061
Subject(s) - invariant (physics) , mathematics , scheme (mathematics) , statistical physics , mathematical optimization , computer science , mathematical analysis , physics , mathematical physics