Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations (Q5216725)
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scientific article; zbMATH DE number 7169740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations |
scientific article; zbMATH DE number 7169740 |
Statements
Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations (English)
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18 February 2020
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finite difference scheme
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Hamilton-Jacobi equation
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viscosity solution
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calculus of variations
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random walk
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law of large numbers
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