Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270)

From MaRDI portal
Revision as of 08:20, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes
scientific article

    Statements

    Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (English)
    0 references
    0 references
    1976
    0 references
    0 references
    0 references
    0 references
    0 references