Pages that link to "Item:Q4978649"

The following pages link to Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation (Q4978649):

Displaying 3 items.

• Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (Q830011) (← links)
• A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539) (← links)
• Positivity-preserving numerical schemes for stochastic differential equations (Q2107475) (← links)