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Local galerkin method for the approximate solutions to general FPK equations - MaRDI portal

Local galerkin method for the approximate solutions to general FPK equations (Q4515581)

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scientific article; zbMATH DE number 1529387
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Local galerkin method for the approximate solutions to general FPK equations
scientific article; zbMATH DE number 1529387

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    Local galerkin method for the approximate solutions to general FPK equations (English)
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    21 April 2002
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    local Galerkin method
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    Fokker-Planck-Kolmogorov equation
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    probability density function
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    stochastic differential equation
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