A numerical scheme for invariant distributions of constrained diffusions
Amarjit Budhiraja; Jiang Chen; Sylvain Rubenthaler
| Year of publication: |
2014
|
|---|---|
| Authors: | Budhiraja, Amarjit ; Chen, Jiang ; Rubenthaler, Sylvain |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 39.2014, 2, p. 262-289
|
| Subject: | reflected diffusions | heavy traffic theory | stochastic network theory | stochastic networks | Skorohod problem | invariant measures | stochastic algorithms | Theorie | Theory | Stochastischer Prozess | Stochastic process | Innovationsdiffusion | Innovation diffusion | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010384214