Pages that link to "Item:Q2724993"
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The following pages link to Efficient schemes for the weak approximation of reflected diffusions (Q2724993):
Displaying 8 items.
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- A partially reflecting random walk on spheres algorithm for electrical impedance tomography (Q2374877) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
