scientific article; zbMATH DE number 2051211

zbMATH Open1042.65011MaRDI QIDQ4453503

Denis Talay

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

heat equationMonte Carlo methodsfinancial portfolioMcKean-Vlasov equationstochastic particle methodsprobabilistic numerical methodslinear and nonlinear partial differential equations

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Heat equation (35K05) Stochastic particle methods (65C35)

Related Items (1)

Incorporating Computational Challenges into a Multidisciplinary Course on Stochastic Processes

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