Publication:3161939
From MaRDI portal
zbMath1212.65005MaRDI QIDQ3161939
S. S. Artem'ev, Tatiana A. Averina
Publication date: 18 October 2010
algorithms; stochastic differential equation; numerical results; boundary-value problem; elliptic equations
65C05: Monte Carlo methods
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
