"Sticky Brownian Motion and Its Numerical Solution."

Nawaf Bou-Rabee, Miranda C. Holmes-Cerfon (2020)

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DOI: 10.1137/19M1268446

access: closed

type: Journal Article

metadata version: 2020-10-26

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Nawaf Bou-Rabee, Miranda C. Holmes-Cerfon:
Sticky Brownian Motion and Its Numerical Solution. SIAM Rev. 62(1): 164-195 (2020)

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