scientific article; zbMATH DE number 919343

zbMATH Open0859.60055MaRDI QIDQ4889013FDOQ4889013

Authors: Grigori N. Milstein 

Publication date: 20 November 1996

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

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zbMATH Keywords

convergence theoremsweak approximation of solutions of stochastic differential equationsDirichlet problem for parabolic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (9)

• The Simplest Random Walks for the Dirichlet Problem
• The solving of boundary value problems by numerical integration of stochastic equations
• On an algorithm for solving evolution equations of parabolic type
• Numerical solution of the Dirichlet problem for linear parabolic SPDEs based on averaging over characteristics
• Simulation of a space-time bounded diffusion
• Title not available (Why is that?)
• Numerical analysis of noise-induced regular oscillations
• Simulation of diffusions by means of importance sampling paradigm
• Determination of the solution of a stochastic parabolic equation by the terminal value

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