A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606)
From MaRDI portal
scientific article; zbMATH DE number 5216885
Language | Label | Description | Also known as |
---|---|---|---|
English | A Donsker theorem to simulate one-dimensional processes with measurable coefficients |
scientific article; zbMATH DE number 5216885 |
Statements
A Donsker theorem to simulate one-dimensional processes with measurable coefficients (English)
0 references
30 November 2007
0 references
Monte Carlo methods
0 references
donsker theorem
0 references
one-dimensional process
0 references
scale function
0 references
divergence form operators
0 references
Feynman-Kac formula
0 references
elliptic PDE problem
0 references
0 references
0 references
0 references