Pages that link to "Item:Q2446752"

The following pages link to Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752):

Displaying 23 items.

• Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
• The snapping out Brownian motion (Q303968) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Probabilistic domain decomposition for the solution of the two-dimensional magnetotelluric problem (Q1702338) (← links)
• Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
• Asymmetric diffusion in heterogeneous media (Q1782547) (← links)
• Modeling the diffusion of heat energy within composites of homogeneous materials using the uncertainty principle (Q1993560) (← links)
• A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers (Q1996933) (← links)
• Diagonalization of 1-D differential operators with piecewise constant coefficients using the uncertainty principle (Q1997334) (← links)
• Random walks with negative particles for discontinuous diffusion and porosity (Q2222447) (← links)
• An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
• Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
• Diffusion across semi-permeable barriers: spectral properties, efficient computation, and applications (Q2291884) (← links)
• An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
• First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
• A partially reflecting random walk on spheres algorithm for electrical impedance tomography (Q2374877) (← links)
• Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
• Dynamics of lattice random walk within regions composed of different media and interfaces (Q5060450) (← links)
• On the local time process of a skew Brownian motion (Q5227995) (← links)
• Is a Brownian Motion Skew? (Q5418629) (← links)
• The narrow escape problem in a circular domain with radial piecewise constant diffusivity (Q5872683) (← links)
• Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
• Mean-field stochastic differential equations with a discontinuous diffusion coefficient (Q6064076) (← links)