Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains (Q3110355)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains |
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Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains (English)
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27 January 2012
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stochastic differential equations
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oblique reflection
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time-dependent domain
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weak approximation
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Monte Carlo method
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Euler scheme
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convergence
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numerical examples
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Feynman-Kac formula
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parabolic equations
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