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Query: PROGRAM Year: 2017 Year: 2019 Year: 2016 Language: Inglés Subject: Feynman-Kac

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Title: A comparison of higher-order weak numerical schemes for stopped stochastic differential equations
Author: Bernal, F. / Acebrón, J. A.
Language: Inglés
Repository: 73
Subject: Weak convergence / Feynman-Kac / Stochastic differential equation / Bounded diffusion / First-exit problem / Domínio/Área Científica::Ciências Naturais::Matemáticas

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