scientific article; zbMATH DE number 2051211

zbMATH Open1042.65011MaRDI QIDQ4453503FDOQ4453503

Authors: Denis Talay 

Publication date: 7 March 2004

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

zbMATH Keywords

Monte Carlo methodsheat equationMcKean-Vlasov equationstochastic particle methodsprobabilistic numerical methodslinear and nonlinear partial differential equationsfinancial portfolio

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods (including Monte Carlo methods) (91G60) Integro-partial differential equations (45K05) Heat equation (35K05) Other nonlinear integral equations (45G10) Stochastic particle methods (65C35)

Cited In (1)

• Incorporating Computational Challenges into a Multidisciplinary Course on Stochastic Processes

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