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This repository was archived by the owner on Jul 19, 2023. It is now read-only.
This expands on #46 to add in the cases where things are non-zero. Not worth doing until a redesign of the interface for boundary values occurs:
Simple $d X_t = d W_t$ discretization with central differences and with an absorbing boundary at $\underline{x}$ and a reflecting boundary at $\bar{x}$. For the absorbing barrier, make sure to try $\underline{v}\neq 0$
Simple $d X_t = d W_t$ discretization with central differences and with a reflecting boundary at $\underline{x}$ and an absorbing boundary at $\bar{x}$. For the absorbing barrier, make sure to try $\bar{v}\neq 0$
Simple $d X_t = \sigma(X_t) d W_t$ discretization with central differences and with an absorbing boundary at $\underline{x}$ and a reflecting boundary at $\bar{x}$. For the absorbing barrier, make sure to try $\underline{v}\neq 0$ and make sure there is variation in the $\sigma(\cdot)$ function.