Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: the ``dual'' scheme (Q2345961)
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| Language | Label | Description | Also known as |
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| English | Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: the ``dual'' scheme |
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Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: the ``dual'' scheme (English)
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21 May 2015
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algorithm
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Monte Carlo method
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Cauchy problem
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second-order parabolic equation
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