Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (Q3119083)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus |
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Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (English)
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7 March 2012
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Feynman-Kac formula
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Girsanov theorem
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quasi-linear parabolic PDE
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quasi-linear first order hyperbolic PDE
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viscosity method
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