Pages that link to "Item:Q1227270"

The following pages link to Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270):

Displaying 6 items.

• Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions (Q1227269) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
• A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270) (← links)
• On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)