Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (Q3119083): Difference between revisions
From MaRDI portal
Latest revision as of 22:57, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus |
scientific article |
Statements
Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (English)
0 references
7 March 2012
0 references
Feynman-Kac formula
0 references
Girsanov theorem
0 references
quasi-linear parabolic PDE
0 references
quasi-linear first order hyperbolic PDE
0 references
viscosity method
0 references
0 references
0 references