Pages that link to "Item:Q4655062"

The following pages link to Monte Carlo methods for fissured porous media: a gridless approach * (Q4655062):

Displaying 7 items.

• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
• A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
• One-dimensional heat equation with discontinuous conductance (Q2018910) (← links)
• On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
• Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator (Q2337821) (← links)
• Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation (Q5117964) (← links)
• General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)