Pages that link to "Item:Q2029425"
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The following pages link to A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425):
Displaying 4 items.
- One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- Stochastic processes associated to multidimensional parabolic transmission problems in divergence form (Q5881791) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)