One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E07 / rank | |||
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| Property / Mathematics Subject Classification ID: 65R20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / zbMATH DE Number: 6049175 / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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divergence form operators | |||
| Property / zbMATH Keywords: divergence form operators / rank | |||
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Euler discretization scheme | |||
| Property / zbMATH Keywords: Euler discretization scheme / rank | |||
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Monte Carlo methods | |||
| Property / zbMATH Keywords: Monte Carlo methods / rank | |||
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Latest revision as of 00:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times |
scientific article |
Statements
One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (English)
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22 June 2012
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stochastic differential equations
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divergence form operators
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Euler discretization scheme
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Monte Carlo methods
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