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Gauss-galerkin approximation of diffusion processes with boundary conditions - MaRDI portal

Gauss-galerkin approximation of diffusion processes with boundary conditions (Q4248819)

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scientific article; zbMATH DE number 1300281
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Gauss-galerkin approximation of diffusion processes with boundary conditions
scientific article; zbMATH DE number 1300281

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    Gauss-galerkin approximation of diffusion processes with boundary conditions (English)
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    9 March 2000
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    Gaussian quadrature approximation
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    diffusion processes
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    Galerkin approximation
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