Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (Q2665547): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation |
scientific article |
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Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (English)
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19 November 2021
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SDEs driven by Lévy processes
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jump processes
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integro-differential equations
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Feynman-Kac formula
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weak approximation of stochastic differential equations
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