Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805): Difference between revisions

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Latest revision as of 22:03, 4 July 2024

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Simulating diffusions with piecewise constant coefficients using a kinetic approximation
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    Simulating diffusions with piecewise constant coefficients using a kinetic approximation (English)
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    8 February 2012
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    discontinuous media
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    divergence-form operator
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    stochastic process
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    kinetic approximation
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    Monte Carlo method
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