A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425): Difference between revisions

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Latest revision as of 22:09, 25 July 2024

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A transformed stochastic Euler scheme for multidimensional transmission PDE
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    A transformed stochastic Euler scheme for multidimensional transmission PDE (English)
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    3 June 2021
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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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