A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425): Difference between revisions
From MaRDI portal
Latest revision as of 22:09, 25 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A transformed stochastic Euler scheme for multidimensional transmission PDE |
scientific article |
Statements
A transformed stochastic Euler scheme for multidimensional transmission PDE (English)
0 references
3 June 2021
0 references
stochastic differential equations
0 references
divergence form operators
0 references
Euler discretization scheme
0 references
Monte Carlo methods
0 references
0 references
0 references
0 references
0 references
0 references
0 references