Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process (Q5245405)
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scientific article; zbMATH DE number 6423450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process |
scientific article; zbMATH DE number 6423450 |
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Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process (English)
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8 April 2015
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stochastic differential equations
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diffusion processes
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weak approximation
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Malliavin calculus
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finite elements
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