On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723): Difference between revisions

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+Numerical Approximation for Functionals of Reflecting Diffusion Processes
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+Adaptive Monte Carlo Algorithms for Stopped Diffusion
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+Euler schemes and half-space approximation for the simulation of diffusion in a domain
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+\(L^ 2\) solvability and representation by caloric layer potentials in time-varying domains
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+Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
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+On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
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+Adaptive weak approximation of stochastic differential equations
+Normal rank