One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times
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Monte Carlo methodsstochastic differential equationsdivergence form operatorsEuler discretization scheme
Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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- scientific article; zbMATH DE number 1203376
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