scientific article

V. V. Nekrutkin, Alexander Sipin, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 1984

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

martingales stopping times Monte-Carlo methods branching Markov processes frontier areas between stochastics and mathematical physics Monte-Carlo algorithms for solving kinetic equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Other special methods applied to PDEs (35A25) Representations of solutions to partial differential equations (35C99)

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