Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process (Q5245405)

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scientific article; zbMATH DE number 6423450
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Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process
scientific article; zbMATH DE number 6423450

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    Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process (English)
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    8 April 2015
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    stochastic differential equations
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    diffusion processes
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    weak approximation
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    Malliavin calculus
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    finite elements
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