Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752)

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Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
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    Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (English)
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    22 April 2014
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    divergence form operators
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    stochastic differential equation
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    skew Brownian motion
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    Monte Carlo simulation
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    Euler scheme
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    geophysics
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    diffusive media with interfaces
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