The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948)
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| English | The non-locality of Markov chain approximations to two-dimensional diffusions |
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The non-locality of Markov chain approximations to two-dimensional diffusions (English)
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1 March 2021
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two-dimensional diffusions
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Markov chain approximations
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monotone finite difference schemes
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0.798713207244873
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0.7986312508583069
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0.7870853543281555
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0.7804916501045227
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0.7620459198951721
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