A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes |
scientific article |
Statements
A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (English)
0 references
29 August 2018
0 references
advection-diffusion partial differential equations
0 references
structure-preserving numerical method
0 references
implicit finite-difference scheme
0 references
stability and convergence analyses
0 references
distribution of first-hitting time
0 references
applied stochastic processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
