scientific article; zbMATH DE number 6803224

zbMath1373.60122MaRDI QIDQ4589029

Denis Talay

Publication date: 6 November 2017

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

zbMATH Keywords

stochastic numericsapplications of stochastic analysis to partial differential equations and numerical analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Local time and additive functionals (60J55) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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