A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis |
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A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (English)
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23 October 2020
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Kolmogorov equation
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numerical solution
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iteration schema
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Gaussian process
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