Pages that link to "Item:Q2494575"
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The following pages link to A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575):
Displayed 7 items.
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Markov jump processes approximating a non-symmetric generalized diffusion (Q647501) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics (Q4933352) (← links)
- A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606) (← links)