Numerical solution to a stochastic interception problem (Q4315431): Difference between revisions

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Latest revision as of 10:55, 23 May 2024

scientific article; zbMATH DE number 701726
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English
Numerical solution to a stochastic interception problem
scientific article; zbMATH DE number 701726

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    Numerical solution to a stochastic interception problem (English)
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    11 December 1994
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    stochastic interception problem
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    vector stochastic differential equation
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    finite difference method
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    Fokker-Planck partial differential equation
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