Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (Q3119083): Difference between revisions

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Latest revision as of 22:57, 4 July 2024

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Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus
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    Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (English)
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    7 March 2012
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    Feynman-Kac formula
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    Girsanov theorem
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    quasi-linear parabolic PDE
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    quasi-linear first order hyperbolic PDE
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    viscosity method
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