Probability methods for convergence of approximations of integrodifferential equations
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Publication:1234130
DOI10.1007/BF00969795zbMath0347.60047MaRDI QIDQ1234130
Publication date: 1976
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Integro-partial differential equations (45K05) Stochastic processes (60G99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Theoretical approximation of solutions to integral equations (45L05) Stochastic integral equations (60H20)
Cites Work
- Probability methods for the convergence of finite difference approximations to partial differential equations
- Markov processes associated with certain integro-differential operators
- Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II
- Probability limit theorems and the convergence of finite difference approximations of partial differential equations
- Diffusion processes with continuous coefficients, I
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