Numerical solution to a stochastic interception problem (Q4315431)
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scientific article; zbMATH DE number 701726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution to a stochastic interception problem |
scientific article; zbMATH DE number 701726 |
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Numerical solution to a stochastic interception problem (English)
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11 December 1994
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stochastic interception problem
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vector stochastic differential equation
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finite difference method
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Fokker-Planck partial differential equation
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