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zbMath1228.60075MaRDI QIDQ3173814

Petras Rupšys, Danutė Raškinienė

Publication date: 10 October 2011

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

zbMATH Keywords

stochastic differential equation numerical solution density function Fokker-Plank equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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