Combined estimates of the Monte Carlo method for the third boundary value problem for a parabolic-type equation (Q4796488)
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scientific article; zbMATH DE number 1876774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined estimates of the Monte Carlo method for the third boundary value problem for a parabolic-type equation |
scientific article; zbMATH DE number 1876774 |
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Combined estimates of the Monte Carlo method for the third boundary value problem for a parabolic-type equation (English)
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25 August 2003
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Monte Carlo method
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the third boundary value problem
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parabolic equation
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Feynman-Kac's stochastic representation
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initial problem
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Euler scheme
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Milshtein scheme
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numerical examples
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