Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805)
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scientific article; zbMATH DE number 6004300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating diffusions with piecewise constant coefficients using a kinetic approximation |
scientific article; zbMATH DE number 6004300 |
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Simulating diffusions with piecewise constant coefficients using a kinetic approximation (English)
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8 February 2012
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discontinuous media
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divergence-form operator
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stochastic process
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kinetic approximation
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Monte Carlo method
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