One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642): Difference between revisions
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Latest revision as of 00:14, 5 March 2024
scientific article
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English | One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times |
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One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (English)
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22 June 2012
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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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