Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients (Q4317661)
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scientific article; zbMATH DE number 704597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients |
scientific article; zbMATH DE number 704597 |
Statements
Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients (English)
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20 December 1994
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similar stochastic particle method
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rate of convergence
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stochastic representation formula
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