Pages that link to "Item:Q4368879"

The following pages link to Weak approximation of a diffusion process in a bounded domain (Q4368879):

Displaying 10 items.

• Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
• Simulation of stopped diffusions (Q703771) (← links)
• Simulation of a space-time bounded diffusion (Q1578587) (← links)
• An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
• An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
• Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777) (← links)
• The probability approach to numerical solution of nonlinear parabolic equations (Q3150188) (← links)
• Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations (Q4700196) (← links)
• A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)