scientific article; zbMATH DE number 834697

MaRDI QIDQ4861337zbMATH OpenFDO

Authors M. Cohen de Lara, Frank Pacard, Jean-Philippe Chancelier

Publication date 13 February 1996

zbMATH Keywords

diffusion processboundary conditionsparabolic partial differential equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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• Boundary conditions for computing densities in hybrid models via PDE methods

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