scientific article
From MaRDI portal
Publication:3161950
zbMath1212.65017MaRDI QIDQ3161950
Publication date: 18 October 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationnumerical resultsdiffusion processEuler methodabsorbing boundaryderivatives with respect to parametersparabolic first boundary value problem
Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
This page was built for publication: