The following pages link to (Q4350396):
Displaying 7 items.
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← 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 Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows (Q4972416) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
