Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains (Q3110355): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains |
scientific article |
Statements
Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains (English)
0 references
27 January 2012
0 references
stochastic differential equations
0 references
oblique reflection
0 references
time-dependent domain
0 references
weak approximation
0 references
Monte Carlo method
0 references
Euler scheme
0 references
convergence
0 references
numerical examples
0 references
Feynman-Kac formula
0 references
parabolic equations
0 references
