The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations
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Publication:1220370
DOI10.1016/0022-247X(75)90126-2zbMath0313.65083MaRDI QIDQ1220370
Harold J. Kushner, Chen-Fu. Yu
Publication date: 1975
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
65K05: Numerical mathematical programming methods
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35J10: Schrödinger operator, Schrödinger equation
65M15: Error bounds for initial value and initial-boundary value problems involving PDEs
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