Pages that link to "Item:Q2222463"
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The following pages link to An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463):
Displaying 14 items.
- Simulation of a stochastic process in a discontinuous layered medium (Q428716) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients (Q850400) (← links)
- New Monte Carlo schemes for simulating diffusions in discontinuous media (Q1947493) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
