Pages that link to "Item:Q1227270"
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The following pages link to Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270):
Displaying 8 items.
- Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions (Q1227269) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270) (← links)
- On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
