The solving of boundary value problems by numerical integration of stochastic equations (Q1897659): Difference between revisions

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Property / cites work: Probability methods for approximations in stochastic control and for elliptic equations / rank
 
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Property / cites work: Weak Approximation of Solutions of Systems of Stochastic Differential Equations / rank
 
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Property / cites work: Discretization and simulation of stochastic differential equations / rank
 
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Property / cites work: The solving of boundary value problems by numerical integration of stochastic equations / rank
 
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Property / cites work: Expansion of the global error for numerical schemes solving stochastic differential equations / rank
 
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Property / cites work: Q4004325 / rank
 
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Latest revision as of 10:22, 30 July 2024

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The solving of boundary value problems by numerical integration of stochastic equations
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    The solving of boundary value problems by numerical integration of stochastic equations (English)
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    31 October 1995
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    numerical integration
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    boundary value problems
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    Dirichlet and Neumann boundary conditions
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    stochastic differential systems
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    elliptic equations
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