Bismut–Elworthy's formula and random walk representation for SDEs with reflection

2005/02/15 by Jean-Dominique Deuschel, Lorenzo Zambotti · 2 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Mathematical Modeling in Engineering #Markov Chains and Monte Carlo Methods #Probabilistic and Robust Engineering Design

paper · doi:10.1016/j.spa.2005.01.002

openalex publication_date 2005/02/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

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