Solution algorithm for parabolic equation by simulating stochastic processes (Q3832032)
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scientific article; zbMATH DE number 4108134
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| English | Solution algorithm for parabolic equation by simulating stochastic processes |
scientific article; zbMATH DE number 4108134 |
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Solution algorithm for parabolic equation by simulating stochastic processes (English)
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1989
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parabolic equation
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stochastic process
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rate of convergence
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stochastic integrals
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stochastic differential equations
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0.8043127059936523
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0.7825316786766052
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