A Study of Some Finite Difference Schemes for a Unidirectional Stochastic Transport Equation (Q4389271)
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scientific article; zbMATH DE number 1151304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Study of Some Finite Difference Schemes for a Unidirectional Stochastic Transport Equation |
scientific article; zbMATH DE number 1151304 |
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A Study of Some Finite Difference Schemes for a Unidirectional Stochastic Transport Equation (English)
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12 May 1998
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stochastic differential equations
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Monte Carlo simulation
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stochastic Fourier analysis
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finite difference schemes
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