Averaging for diffusions with fine-grained boundaries (Q1335248)
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scientific article; zbMATH DE number 645286
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| English | Averaging for diffusions with fine-grained boundaries |
scientific article; zbMATH DE number 645286 |
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Averaging for diffusions with fine-grained boundaries (English)
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27 September 1994
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Neumann boundary conditions
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Feynman-Kac formula
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limiting behavior of the diffusion equations
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mixed boundary condition
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0.8223636150360107
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0.7589005827903748
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0.7505714893341064
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