A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606)

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scientific article; zbMATH DE number 5216885
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients
scientific article; zbMATH DE number 5216885

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    A Donsker theorem to simulate one-dimensional processes with measurable coefficients (English)
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    30 November 2007
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    Monte Carlo methods
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    donsker theorem
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    one-dimensional process
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    scale function
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    divergence form operators
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    Feynman-Kac formula
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    elliptic PDE problem
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