New Monte Carlo schemes for simulating diffusions in discontinuous media (Q1947493)
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scientific article; zbMATH DE number 6156309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Monte Carlo schemes for simulating diffusions in discontinuous media |
scientific article; zbMATH DE number 6156309 |
Statements
New Monte Carlo schemes for simulating diffusions in discontinuous media (English)
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22 April 2013
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Monte Carlo method
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diffusion in discontinuous media
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skew Brownian motion
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finite differences
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