A method for the calculation of characteristics for the solution to stochastic differential equations (Q2409053)
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scientific article; zbMATH DE number 6789166
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| English | A method for the calculation of characteristics for the solution to stochastic differential equations |
scientific article; zbMATH DE number 6789166 |
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A method for the calculation of characteristics for the solution to stochastic differential equations (English)
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10 October 2017
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stochastic differential equation
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transition probability function
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Fokker-Planck equation
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Fokker-Planck operator
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eigenfunctions expansion
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numerical experiment
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0.7768716812133789
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0.7571048736572266
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0.7524330019950867
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0.7489453554153442
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