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Penalty method for obliquely reflected diffusions.

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Bibliographic Details
Title: Penalty method for obliquely reflected diffusions.
Authors: Sarantsev, Andrey1 (AUTHOR) asarantsev@unr.edu
Source: Lithuanian Mathematical Journal. Oct2021, Vol. 61 Issue 4, p518-549. 32p.
Database: Mathematics Source
Description
ISSN:03631672
DOI:10.1007/s10986-021-09542-9