Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation

DOI10.1016/j.amc.2022.127520OpenAlexW3088076814MaRDI QIDQ2673974

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Publication date: 21 September 2022

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.10497

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