scientific article
zbMath0992.65104MaRDI QIDQ2765627
Publication date: 24 January 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonlinear parabolic equationerror estimatesstochastic differential equationsHamilton-Jacobi-Bellman equationssemidiscretizationmixed finite element methodmathematical finance
Numerical methods (including Monte Carlo methods) (91G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
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