Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:20, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes |
scientific article |
Statements
Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (English)
0 references
1976
0 references