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zbMath1004.65006MaRDI QIDQ3153029

Nikolai A. Simonov

Publication date: 3 November 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical experiments Monte Carlo method parabolic equation Markov chain random Cauchy problem complementary probability

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15)

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