scientific article; zbMATH DE number 845458
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Publication:4865508
zbMath0843.62101MaRDI QIDQ4865508
Mark H. A. Davis, Michel H. Vellekoop
Publication date: 22 August 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmspiecewise-deterministic Markov processesiterative solution of systems of first-order partial differential equationspayout process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Probabilistic methods, stochastic differential equations (65C99)
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