The solving of boundary value problems by numerical integration of stochastic equations (Q1897659): Difference between revisions
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| Property / cites work: Probability methods for approximations in stochastic control and for elliptic equations / rank | |||
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| Property / cites work: Weak Approximation of Solutions of Systems of Stochastic Differential Equations / rank | |||
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| Property / cites work: Discretization and simulation of stochastic differential equations / rank | |||
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| Property / cites work: The solving of boundary value problems by numerical integration of stochastic equations / rank | |||
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| Property / cites work: Expansion of the global error for numerical schemes solving stochastic differential equations / rank | |||
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| Property / cites work: Q4004325 / rank | |||
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Revision as of 17:09, 23 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The solving of boundary value problems by numerical integration of stochastic equations |
scientific article |
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The solving of boundary value problems by numerical integration of stochastic equations (English)
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31 October 1995
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numerical integration
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boundary value problems
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Dirichlet and Neumann boundary conditions
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stochastic differential systems
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elliptic equations
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