A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes |
scientific article |
Statements
A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (English)
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29 August 2018
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advection-diffusion partial differential equations
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structure-preserving numerical method
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implicit finite-difference scheme
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stability and convergence analyses
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distribution of first-hitting time
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applied stochastic processes
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