A developed solution of the stochastic Milne problem using probabilistic transformations

DOI10.1016/j.amc.2010.04.003zbMath1197.60071OpenAlexW2055972773MaRDI QIDQ984317

J. Martínez

Publication date: 19 July 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.003

zbMATH Keywords

integral transformationMilne problemcontinuous stochastic mediumexponential variationsextrapolation distanceGaussian variationsrandom variable transformation (RVT)stochastic integro-differential equation (SIDE)

Mathematics Subject Classification ID

Transport processes in time-dependent statistical mechanics (82C70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

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