Pages that link to "Item:Q1421543"
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The following pages link to Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations (Q1421543):
Displaying 3 items.
- One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642) (← links)
- Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations (Q2725197) (← links)
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)