A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650)
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scientific article; zbMATH DE number 7515456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Feynman-Kac based numerical method for the exit time probability of a class of transport problems |
scientific article; zbMATH DE number 7515456 |
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A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (English)
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28 April 2022
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Feynman-Kac formula
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Fokker-Planck equation
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stochastic differential equations
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first exit time
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adjoint equations
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transport
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