A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A transformed stochastic Euler scheme for multidimensional transmission PDE |
scientific article |
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A transformed stochastic Euler scheme for multidimensional transmission PDE (English)
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3 June 2021
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stochastic differential equations
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divergence form operators
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Euler discretization scheme
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Monte Carlo methods
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