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ENTITY Reflected diffusions and piecewise diffusion approximations of Levy processes

Reflected diffusions and piecewise diffusion approximations of Levy processes

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  1. TOOL · CL_174221 ·

    New math framework for reflected diffusion models

    Researchers have developed new mathematical frameworks for understanding reflected diffusion processes within bounded domains. The work focuses on continuity equations and Lagrangian flows, providing conditions for thes…