Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation (Q4978649)
From MaRDI portal
scientific article; zbMATH DE number 6764754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation |
scientific article; zbMATH DE number 6764754 |
Statements
Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation (English)
0 references
25 August 2017
0 references
stochastic differential equations
0 references
nonlinear partial differential equations
0 references
Paris's equation
0 references
probability distribution of hitting time
0 references
dynamic consistency
0 references
Mickens-type finite difference method
0 references
