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