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Solution algorithm for parabolic equation by simulating stochastic processes - MaRDI portal

Solution algorithm for parabolic equation by simulating stochastic processes (Q3832032)

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Solution algorithm for parabolic equation by simulating stochastic processes
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    Solution algorithm for parabolic equation by simulating stochastic processes (English)
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    1989
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    parabolic equation
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    stochastic process
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    rate of convergence
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    stochastic integrals
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    stochastic differential equations
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