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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
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DbLabel: Academic Search Ultimate
An: 120493292
AccessLevel: 2
PubType: Academic Journal
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=120493292
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/17442508.2016.1249872
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 485
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      – TitleFull: Penalty method for reflected diffusions on the half-line.
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              Text: Mar2017
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