Metadaten| Author details: | David DereudreORCiD, Sara MazzonettoORCiDGND, Sylvie RoellyGND |
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| URN: | urn:nbn:de:kobv:517-opus4-91049 |
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| ISSN: | 2193-6943 |
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| Publication series (Volume number): | Preprints des Instituts für Mathematik der Universität Potsdam (5 (2016) 7) |
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| Publisher: | Universitätsverlag Potsdam |
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| Place of publishing: | Potsdam |
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| Publication type: | Preprint |
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| Language: | English |
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| Year of first publication: | 2016 |
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| Publication year: | 2016 |
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| Publishing institution: | Universität Potsdam |
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| Publishing institution: | Universitätsverlag Potsdam |
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| Release date: | 2016/05/25 |
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| Tag: | Brownian motion with discontinuous drift; exact simulation method; skew Brownian motion; skew diffusion |
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| Volume: | 5 |
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| Issue: | 7 |
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| Number of pages: | 25 |
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| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
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| DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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| MSC classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H35 Computational methods for stochastic equations [See also 65C30] |
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| 65-XX NUMERICAL ANALYSIS / 65Cxx Probabilistic methods, simulation and stochastic differential equations (For theoretical aspects, see 68U20 and 60H35) / 65C05 Monte Carlo methods |
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| 65-XX NUMERICAL ANALYSIS / 65Cxx Probabilistic methods, simulation and stochastic differential equations (For theoretical aspects, see 68U20 and 60H35) / 65C30 Stochastic differential and integral equations |
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| 68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section {04 in that areag 68-00 General reference works (handbooks, dictionaries, bibliographies, etc.) / 68Uxx Computing methodologies and applications / 68U20 Simulation [See also 65Cxx] |
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| Publishing method: | Universitätsverlag Potsdam |
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| Collection(s): | Universität Potsdam / Schriftenreihen / Preprints des Instituts für Mathematik der Universität Potsdam, ISSN 2193-6943 / 2016 |
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| License (German): |  Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
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