Probability tree algorithm for general diffusion processes

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 64, Issue 5 II, 2001, Pages

  Ingber, L ^a   Chen, C ^a   Mondescu, R P ^a   Muzzall, D ^a   Renedo, M ^a  

^a DRW Investments LLC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BOUNDARY CONDITIONS; DIFFUSION; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

NONLINEAR DIFFUSION PROCESSES; PATH INTEGRAL NUMERICAL SOLUTIONS;

TREES (MATHEMATICS);

EID: 0035509420     PISSN: 15393755     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (20)