On the stability of the linear Skorohod problem in an orthant
Year of publication: |
2002
|
---|---|
Authors: | Kharroubi, Ahmed El ; Tahar, Abdelghani Ben ; Yaacoubi, Abdelhak |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 56.2002, 2, p. 243-258
|
Publisher: |
Springer |
Subject: | Skorohod problem | Stability | Linear complementary problem |
-
On the stability of the linear Skorohod problem in an orthant
Kharroubi, Ahmed El, (2002)
-
An l2-neighborhood infeasible interior-point algorithm for linear complementarity problems
Pirhaji, M., (2017)
-
A numerical scheme for invariant distributions of constrained diffusions
Budhiraja, Amarjit, (2014)
- More ...
-
On the stability of the linear Skorohod problem in an orthant
Kharroubi, Ahmed El, (2002)
-
On the stability of the linear Skorohod problem in an orthant
Kharroubi, Ahmed El, (2002)
- More ...