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Penalty method for reflected diffusions on the half-line.

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Bibliographic Details
Title:	Penalty method for reflected diffusions on the half-line.
Authors:	Bruggeman, Cameron¹, Sarantsev, Andrey²
Source:	Stochastics: An International Journal of Probability & Stochastic Processes. Mar2017, Vol. 89 Issue 2, p485-509. 25p.
Database:	Academic Search Ultimate

Description
ISSN:	17442508
DOI:	10.1080/17442508.2016.1249872