A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606)
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scientific article; zbMATH DE number 5216885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Donsker theorem to simulate one-dimensional processes with measurable coefficients |
scientific article; zbMATH DE number 5216885 |
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A Donsker theorem to simulate one-dimensional processes with measurable coefficients (English)
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30 November 2007
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Monte Carlo methods
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donsker theorem
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one-dimensional process
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scale function
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divergence form operators
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Feynman-Kac formula
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elliptic PDE problem
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