Numerical analysis of degenerate Kolmogorov equations of constrained stochastic Hamiltonian systems (Q2203519)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis of degenerate Kolmogorov equations of constrained stochastic Hamiltonian systems |
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Numerical analysis of degenerate Kolmogorov equations of constrained stochastic Hamiltonian systems (English)
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7 October 2020
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constrained stochastic Hamiltonian system
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Rice's formula
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partial differential equations
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nonlocal boundary conditions
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