Nawaf Bou-Rabee, Miranda C. Holmes-Cerfon. Sticky Brownian Motion and Its Numerical Solution. SIAM Review, 62(1):164-195, 2020. [doi]
@article{Bou-RabeeH20,
title = {Sticky Brownian Motion and Its Numerical Solution},
author = {Nawaf Bou-Rabee and Miranda C. Holmes-Cerfon},
year = {2020},
doi = {10.1137/19M1268446},
url = {https://doi.org/10.1137/19M1268446},
researchr = {https://researchr.org/publication/Bou-RabeeH20},
cites = {0},
citedby = {0},
journal = {SIAM Review},
volume = {62},
number = {1},
pages = {164-195},
}