Pages that link to "Item:Q2583811"
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The following pages link to Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811):
Displayed 4 items.
- 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)
- 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)