Iterated stochastic processes: simulation and relationship with high order partial differential equations (Q518860)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterated stochastic processes: simulation and relationship with high order partial differential equations |
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Iterated stochastic processes: simulation and relationship with high order partial differential equations (English)
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30 March 2017
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iterated process
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Euler scheme
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high-order partial differential equation
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Feynman-Kac formula
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diffusion processes
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iterated Brownian motion
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