Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
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Publication:2121496
DOI10.1016/j.jco.2021.101634zbMath1492.60209OpenAlexW4200331959MaRDI QIDQ2121496
Chuchu Chen, Derui Sheng, Jialin Hong
Publication date: 4 April 2022
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2021.101634
Probabilistic potential theory (60J45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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