scientific article; zbMATH DE number 1343499

zbMATH Open0941.65008MaRDI QIDQ4267191FDOQ4267191

Authors: Mladen Rogina, Nedžad Limić 

Publication date: 20 July 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Markov jump processsimulationstochastic differential equationdiffusion processdifference schemeparabolic system

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15) Continuous-time Markov processes on discrete state spaces (60J27) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Cited In (1)

• Explicit stable methods for second order parabolic systems

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