Computing survival probabilities based on stochastic differential models
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Publication:464647
DOI10.1016/j.cam.2014.08.030zbMath1310.65008OpenAlexW2038804246MaRDI QIDQ464647
Luca Vincenzo Ballestra, Graziella Pacelli, Alessandro Andreoli
Publication date: 28 October 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.08.030
Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)
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