Sticky Brownian Motion and Its Numerical Solution

Journal article

Open access

Peer reviewed

Nawaf Bou-Rabee, Miranda C Holmes-Cerfon and New York Univ. (NYU), NY (United States)

SIAM review, Vol.62(1), pp.164-195

01/2020

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https://doi.org/10.1137/19M1268446View

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Title: Sticky Brownian Motion and Its Numerical Solution
Creators: Nawaf Bou-Rabee
Miranda C Holmes-Cerfon
New York Univ. (NYU), NY (United States)
Publication Details: SIAM review, Vol.62(1), pp.164-195
Date published: 01/2020
Academic Unit: Mathematical Sciences (FASC)
Language: English
Resource Type: Journal article
Identifiers: 991031665295504646