Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems

DOI10.1016/j.jco.2021.101634zbMath1492.60209OpenAlexW4200331959MaRDI QIDQ2121496

Chuchu Chen, Derui Sheng, Jialin Hong

Publication date: 4 April 2022

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2021.101634

zbMATH Keywords

numerical discretizationcritical dimensionhitting probabilitystochastic parabolic system

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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