An Exit Probability Approach to Solving High Dimensional Dirichlet Problems (Q3440208)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Exit Probability Approach to Solving High Dimensional Dirichlet Problems |
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An Exit Probability Approach to Solving High Dimensional Dirichlet Problems (English)
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22 May 2007
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stopped diffusions
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stochastic differential equations
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weak approximation
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Dirichlet problems
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Monte-Carlo simulations
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