Pages that link to "Item:Q1817504"
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The following pages link to Numerical methods for ultraparabolic equations (Q1817504):
Displaying 16 items.
- Modified Crank-Nicholson difference schemes for ultra-parabolic equations (Q356244) (← links)
- An approximation of ultra-parabolic equations (Q437642) (← links)
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- A finite difference scheme for nonlinear ultra-parabolic equations (Q494248) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210) (← links)
- Numerical methods for unilateral problems (Q1091858) (← links)
- Well-posedness of linear ultraparabolic equations on bounded domains (Q1745966) (← links)
- On the regularization of solution of an inverse ultraparabolic equation associated with perturbed final data (Q2260672) (← links)
- Probabilistic interpretation of solutions of linear ultraparabolic equations (Q2337246) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- A Splitting Numerical Method for Primary and Secondary Pollutant Models (Q3304788) (← links)
- Hypocoercivity-compatible Finite Element Methods for the Long-time Computation of Kolmogorov's Equation (Q5147761) (← links)
- Numerical solution of parabolic equations in high dimensions (Q5315445) (← links)