Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes

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Publication:1227270

DOI10.1016/0022-247X(76)90109-8zbMath0329.65059OpenAlexW2028527546MaRDI QIDQ1227270

Harold J. Kushner

Publication date: 1976

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(76)90109-8




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