On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains

DOI10.1515/MCMA.2009.002zbMath1168.65306OpenAlexW2126592268MaRDI QIDQ3632723

Thomas Önskog, Kaj Nyström

Publication date: 12 June 2009

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2009.002

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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