An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (Q5038297)
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scientific article; zbMATH DE number 7594962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example |
scientific article; zbMATH DE number 7594962 |
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An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (English)
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30 September 2022
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Monte Carlo methods
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regime switching diffusion
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probabilistic methods for PDEs
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