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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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