Pages that link to "Item:Q4388814"
From MaRDI portal
The following pages link to Numerical Approximation for Functionals of Reflecting Diffusion Processes (Q4388814):
Displaying 23 items.
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- Approximation and duality problems of refracted processes (Q778794) (← links)
- Analysis and numerical approximation of a class of two-way diffusions (Q1409264) (← links)
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (Q1872309) (← links)
- Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- Reconstruction algorithm for unknown cavities via Feynman-Kac type formula (Q2340492) (← links)
- A partially reflecting random walk on spheres algorithm for electrical impedance tomography (Q2374877) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
- On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions (Q5048569) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Numerical approximation of invariant measures for hybrid diffusion systems (Q5274099) (← links)
- On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry (Q5882864) (← links)
- A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs (Q6052340) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- Efficient Bayesian Computation for Low-Photon Imaging Problems (Q6168337) (← links)
- A stochastic approach for elliptic problems in perforated domains (Q6639325) (← links)
