A finite difference scheme on a non commutative group (Q5951578)
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scientific article; zbMATH DE number 1686202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite difference scheme on a non commutative group |
scientific article; zbMATH DE number 1686202 |
Statements
A finite difference scheme on a non commutative group (English)
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6 April 2003
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mathematical finance
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stock prices
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numerical tests
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finite difference scheme
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Kohn Laplacian operator
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Heisenberg group
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degenerate elliptic operator
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Hörmander type
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periodic problem
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discrete Poincaré-Wiertinger inequality
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stability
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