Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation (Q4978649)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation |
scientific article; zbMATH DE number 6764754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation |
scientific article; zbMATH DE number 6764754 |
Statements
Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation (English)
0 references
25 August 2017
0 references
stochastic differential equations
0 references
nonlinear partial differential equations
0 references
Paris's equation
0 references
probability distribution of hitting time
0 references
dynamic consistency
0 references
Mickens-type finite difference method
0 references
0.8744184970855713
0 references
0.7322469353675842
0 references
0.6991686820983887
0 references
0.6936323046684265
0 references
