Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients (Q4317661): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2153283 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2003338920 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 00:47, 20 March 2024
scientific article; zbMATH DE number 704597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients |
scientific article; zbMATH DE number 704597 |
Statements
Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients (English)
0 references
20 December 1994
0 references
similar stochastic particle method
0 references
rate of convergence
0 references
stochastic representation formula
0 references
