A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650): Difference between revisions

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Revision as of 19:36, 28 July 2024

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A Feynman-Kac based numerical method for the exit time probability of a class of transport problems
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    A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (English)
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    28 April 2022
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    Feynman-Kac formula
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    Fokker-Planck equation
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    stochastic differential equations
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    first exit time
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    adjoint equations
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    transport
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