scientific article; zbMATH DE number 3868558

MaRDI QIDQ3334928zbMATH OpenFDO

Authors Dietmar G. Fischer

Publication date 1983

zbMATH Keywords

diffusion processesfinite difference methodsKolmogorov equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Probabilistic methods, stochastic differential equations (65C99) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Applications to the sciences (65Z05)

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Cited in

(1)

• scientific article; zbMATH DE number 3892505 (Why is no real title available?)

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