Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270)
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scientific article; zbMATH DE number 3516585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes |
scientific article; zbMATH DE number 3516585 |
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Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (English)
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1976
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