搜索结果: 1-1 共查到“管理科学与工程 One-dimensional Reflecting Brownian Motion”相关记录1条 . 查询时间(0.097 秒)
Discretization Error in Simulation of One-dimensional Reflecting Brownian Motion
Discretization Error Simulation One-dimensional Reflecting Brownian Motion
2015/7/8
This paper is concerned with various aspects of the simulation of one-dimensional reflected (or regulated) Brownian motion. The main result shows that the discretization error associated with the Eule...