Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (Q890257)

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Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations
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    Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (English)
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    10 November 2015
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    Fokker-Planck equation
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    finite-difference discretization
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    accuracy and stability analysis
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